Cygwin rocks. Cygwin under Vista with UAC enabled? Less so.
It’s back to admin accounts in Vista not really being admins, but there’s a hack workaround for it. Read about it here.
You may have concerns about enabling the Administrator account (which is disabled after Vista’s set up), but it’s a tradeoff, IMO. Having access to this Administrator account means I can do basic stuff like chown operations, so that’s a plus for me. Besides, I only switch to that account when I really need it.