>>  If you have cygwin, you have Windows.
>>  If you have Windows, use the native Emacs.
>
> This is a matter of personal preference.  For the kinds of things that
> I do, I find it more convenient to use cygwin emacs.

An example: using slime + sbcl on Windows. Works _much_ better running
sbcl from cygwin, but then native slime passes all the wrong pathnames
etc. and sbcl gets very confused unless you use the cygwin emacs.

Presumably interacting with other cygwin utilities works similarly.

Rupert