I installed KDE on Cygwin today. It actually looks quite good — the full KDE desktop environment running right inside Windows. However, on my machine (Pentium III 800 MHz, 512 MB RAM), it runs painfully slowly and consumes far too much memory to be practical for daily use.
What I really wish for is KDevelop ported to Cygwin. Having a proper Linux-style IDE available on Windows would be worth the overhead.
