I use Cygwin and have enjoyed it quite a bit. There are a few quirks, but the environment is pretty good.
I second roboticus using Cygwin for Winders. As far as an IDE may be concerned, I have not used one for Perl. I just use Vim.
One of the minor quirks I have found using Cygwin for Perl is when you need|want to add a Perl package. Check the Cygwin repository, first, to see if it is available, then use CPAN. Your mileage may vary, but I have found that this is really the only minor "quirk" to work out when using Cygwin for your Perl needs. Other than that, it has been great!