You have some point there, but a lot seems to work fine. The hardest problem i had was with a x64 binary for SQLLite ( Ruby On Rails), which i couldn't fix. Cygwin would be a recommender for anyone using Windows and programming languages other then .Net.

And once you know how the C++ compilation works with VC++, the problems are minimized. ( i mostly come this accross with Python)

It isn't a hassle free road though