I started using cygwin but on the recommendation of a few people, moved over to andLinux. For me, the biggest hurdle was getting it installed and working. After that, I've found it's a lot easier to handle than cygwin.
To install anything in andLinux, look in your system tray for the andLinux launch menu. Use the program called Synaptic, it will open up a list of all the packages available. Simply find GCC, check all the relevant boxes, and hit apply. It will download and install it for you. To use it, either use terminal/Konsole, depending on which install of andLinux you did. From there it operates almost identical to cygwin.