Cygwin
Get that Linux feeling - on Windows!
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Cygwin Ports
The Cygwin Ports collection contains ports of many useful utilities which are not available in the standard Cygwin distribution.
MinGW
MinGW is a gcc compiler configuration which does not use Cygwin. Instead, it uses the Microsoft MSVCRT as its C library. If you want a Win32 native compiler without Linux API support, this is for you.
MinGW-w64
Cygwin does not yet run natively on 64-bit Windows hosts however MinGW-w64 project provides toolchains which produce native Windows 64-bit binaries. These binaries do not, of course, use the Cygwin DLL.
DJGPP
If you are interested in DOS-based GNU tools, see the DJGPP Home Page. DJGPP is a somewhat similar project that concentrates solely on DOS-hosted tools.