Cygwin versus Windows Bash shell

Both Cygwin and the SSH client that's built into Windows 10 have their pros and cons. In favor of Cygwin, you can install a variety of packages to customize it pretty much any way you want. Also, if you're stuck using Windows 10 Home Edition or—heaven forbid—Windows 7, you can use Cygwin.

In favor of the Windows 10 built-in SSH client, there's the fact that on the Pro and Enterprise editions of Windows 10, it's already there. Also, it's much easier to use if you need to access your normal Windows folders because Cygwin traps you in its own sandboxed directory structure.