I've been using cygwin for almost its entire lifetime. It has pluses and minuses. For the most part using the rxvt shell lets me feel like I'm on a proper computer, except when I do some file operation that hangs cygwin for 30 seconds, or windows is under load and it takes 30 seconds to get a command prompt. Maybe mintty will solve some of the cygwin problems I have - I'll try it when I go to work tomorrow.
But as a person who spends all day at work every day logged into multiple random customer servers via SSH, putty just works for me. It's stable. It's light weight. The selection behavior is almost always right. It's self contained and small, so I don't have to worry about some piece in the chain of cygwin breaking and stranding me at an inconvenient moment.