I don't really understand why the console subsystem in Windows is so slow that it can actually add a significant amount of time to a build with lots of scrolling text.
Even the "slow" Terminal.app is a whiz by comparison, to say nothing of Gnome Terminal, or, rxvt.
I you really should install cygwin (and MinTTY).
A plethora of compilers, interpreters, tools, toys...
It's slow, true, but for development, how fast you need it to be?
And there is an advantage (I will regret saying this) in hardware support. You can use a broader selection of hardware with Windows than you can on Linux. Windows can be brain-dead from time to time (it insisted on rotating my notebook screen when I unplugged the rotated LCD) and I never got that Dell to suspend or hibernate to my satisfaction, but, with Cygwin, it's the next best thing after OSX. The first option for developing stuff that won't run on Windows is, of course, a real Unix (the kind that runs X).
If you're deploying to a Linux box it makes even more sense.