For day-to-day development, WSL is definitely better.
But I think MSYS2 [0] still deserves a mention in the age of Windows Subsystem for Linux. It's a complete mingw-w64 distribution with a friendly package manager (ArchLinux's pacman). If you suddenly need to use some CLI tools on a Windows machine, MSYS2 can be quicker - no need to enable virtualization or upgrade Windows 10, just download a 91 MB installer and you can start right away. I recently needed to use wget on Windows to solve a problem for someone, instead of MSYS2, I made the mistake of downloading a random Windows build at SourceForge, later I was hit by a bug...
But I think MSYS2 [0] still deserves a mention in the age of Windows Subsystem for Linux. It's a complete mingw-w64 distribution with a friendly package manager (ArchLinux's pacman). If you suddenly need to use some CLI tools on a Windows machine, MSYS2 can be quicker - no need to enable virtualization or upgrade Windows 10, just download a 91 MB installer and you can start right away. I recently needed to use wget on Windows to solve a problem for someone, instead of MSYS2, I made the mistake of downloading a random Windows build at SourceForge, later I was hit by a bug...
[0] https://www.msys2.org/