... Finally — and this was the feature that captured my curiosity — the ability to run X provides you with the flexibility to run any Linux/Unix application from your Windows desktop, thereby completing the administration puzzle ...
I haven't tried it yet with Knoppix, but it worked great in the past. The problem I always found with Cygwin is that it requires a learning curve even if you are an experienced Liunux/Unix user. If someone already tried it, I'll be willing to share experiences and get my hands dirty with it once again.

My $.02
-GN