Is Cygwin an option for you?
You get a decent unix environment including bash and a few other shells. Perl is also available. You can of course use ActiveState or Strawberry from a cygwin shell - you just have to be mindful of the different path formats between windows & cygwin.
I've used it for years - it helps me forget I have to use windows
There's a full X environment available - so you can have xterm, though personally I use the non-X rxvt terminal - better performance. Recently I've started using cygputty - a putty port which is working out just fine for me.