I'm mostly a Windows user but I do most of my development (essentially web development) using unix tools and software. I've been going back and forth between using a dedicated lubuntu virtual machine on Virtualbox and using some tools directly in windows (msgit, python, django), but none of these approaches is entirely satisfactory.
I'd like to hear of ways other devs use to better integrate a unix workflow into windows. For instance tighter integration between a linux and vm and windows. The vagrant demo showed how a VM could work off of a windows project folder and I found that nice. I'd like to hear of other tools and tips that would help mimic the workflow one can find on OS X (of course I understand that it cannot be as tightly integrated on Windows as it doesn't have the same unix underpinnings).
PS: I have tried cygwin as well
EDIT for clarifications about What I find lacking (thanks to axblount for pointing that out) : unix tools like msys et al do not work as well as their native unic counterparts. Many scripts, installers require further configuration or do not work at all. For instance getting virtualenvwrapper to work is not very straightforward. virtualbox: ideally I would like to use windows software (photoshop, sublime text 2) seamlessly with linux. I mostly use a FTP client atm to move over files edited on the windows side which is a tedious process.
SUMMARY: It seems there are no established solutions. As a temporary solution I will probably try to use the native versions of frameworks and libraries through the windows command line when possible and switch to a tool like vagrant for incompatible programs.
MORE INFO FROM REPLIES AND COMMENTS: The case-sensitivy issue seems to work against windows as pointed out by @GlenPeterson