If you have a Unix or Linux background, scripting should be second nature to you. Even 'Windows Gurus' usually do some little bit of automation with custom scripts. The power and flexibility that comes with the command line is hard to ignore, once you've tasted it. Still, those who have tasted both a Unix-type shell and the Windows command line will generally agree, Unix has the advantage here.
Although there are ways to do in Windows some of the things possible with Unix tools, it's quite a bit more cumbersome. By taking advantage of Cygwin, you can bring that power and flexibility to Windows. A simple example of how I have used Cygwin alongside Windows tools involves Active Directory user creation, deletion and modification. The tools provided in Cygwin allow you to do advanced pattern matching and generate a list of users, file paths, etc., and then using the Bash shell, it is simple to create the logic necessary to call the Windows command line tools for modification of Active Directory. With the arsenal of useful tools that become available to Windows by using Cygwin, the possibilities for better automation grow considerably.
The Advanced Bash-Scripting Guide offers a great starting place for increasing your ability to write useful and powerful scripts.