Served cold.

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If you're going to make the cut, set up a Linux box, and use it. As your primary system. At home if not at work.

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Cygwin-on-Windows is well and fine. I use it to make Windows as tolerable an annoyance as possible (and am happy to report that this fails utterly in that goal). It's a good way to provide yourself with 'Nix-like tools. It's not a Linux system.

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The problem IMO is that it's too much a crutch, and you're goiing to be falling back too much on the 'Doze stuff. You need to learn your way through the Linux filesystem, get comfortable with the shell, use tools (browsers, mailers, editors, schedulers, etc.). In my own case, with some prior familiarity of Unix, I made a clean cutover to RH Linux on a dual boot system. Within the first month, I was hardly booting NT at all. After 6-9, I'd wiped it from my system.

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Go ahead and use cygwin. But don't try to make it something it's not.