How to run Unix commands in windows?

A programmer may face acute conditions when working on PHP/MySQL on windows platform where he/she needs to configure certain settings or fine tune parameters or set permissions which involve usage of unix commands. For e.g. if you had a chance working with CakePHP framework or configuring it on windows, you might have come across this situation. Now, Windows users have the possibility to run unix commands by installing a command-line interface (CLI) such as Cygwin (http://www.cygwin.com) or MinGW (http://www.mingw.org) to lauch the CLI on windows environment.