Can you explain why? I use cygwin when I need GNU-like tools (sed, grep, etc.) but for something like renaming a file I don't see the point of using a slower terminal that requires more typing (
cd /cygdrive/c/Doc<tab><wait>/mkop<tab><wait>/Desktop/bla
With Cygwin, your home directory should be your WINHOME (I'm doing this from memory, bear with me), so, in fact, your cd would be
cd Desk<tab>bla
or, worst case,
cd ~/Des<tab>bla
Running programs is also a tiny fraction of what bash can do - it's a full (well... almost) fledged scripting language and you can do things like loops, conditionals and other stuff. Before I discovered watch, I'd do things like
while true; do df -h ; sleep 10 ; clear ; done
Also, the PuTTY-based console has a lot of niceties when compared to a plain console window - it's prettier, you have better font controls and better clipboard integration.
In my default cygwin install, my home directory was C:\cygwin\home\mkopinsk. I just changed it (in C:\Cygwin\etc\profile) to /cygdrive/c/Documents and Settings/mkopinsk so hopefully it should be a bit less painful now. I will consider switching to a non-cygwin solution in the future.
I prefer the Unix command line everywhere. MSYS gives you a Unix shell, and all the Unix tools, built right on top of win32. I haven't used it in years, but I understand Cygwin is quite a bit heavier.
The cmd.exe terminal is atrocious. Even if you don't want to use Bash, Console2 gives you things like tabs, and you can resize the window normally.
tldr; It's not slower, it doesn't involve more typing, it gives you a sane Unix command-line experience on Windows.