I have the misfortune to a be customary Windows user. But sometimes it is so much pain, that I would rather be doing something different. Perl mostly works in Windows, but don't push too hard about CPAN modules. Many libraries will be very hard to install (if you are weak in sysadmin, C hacking like I am). For example, I have never been able to compile DBD::Oracle - it just not works because of some dull things. Everytime I had to reinstall Perl, I remember the suffering of configuring CPAN and CPANPLUS behind a Squid proxy. (To be true, right now I don't remember how to make CPANPLUS work behind the proxy.) I use cygwin as well, but any OS is crippled under a crippled base. I will try harder to understand why things fail sometimes and how they can be fixed. Maybe I can even contribute, so others can be saved from such fate.
An example of nightmare is when you just installed Perl, Squid does not allow you to use ftp, and you don't have LWP because it does not belong the standard distribution. Have you ever tried to install libwww-perl manually?