I've got cygwin set up on my Windows based HTPC and have sshd running, port 22 open for local traffic only (not open on the router, just Windows Firewall). It's completing the connection, but ...
X speed under Cygwin has increased greatly since it was first released a while ago. However, which makes more sense: emulating Linux (to run lots of apps) under Windows (to run a few apps), or ...