There really are very few devs that use CygWin, I personally only know of 2.
It may take some time to compile the toolchains, but it's something you (should) only need to do once. Set it up to run overnight while you won't be using your machine for anything else and you won't even notice how long it takes.
Just set up CygWin with the packages it mentions on the wiki (not the toolchain packages though), don't forget to install curl while you're setting up CygWin (you can run the setup again and install it as well) because rockboxdev.sh requires this to download additional things it needs to compile the toolchain(s).
Make sure you have an up-to-date version of the Rockbox source code, cd to the "tools" directory, run rockboxdev.sh ("./rockboxdev.sh"), select the toolchain(s) you want to build, press enter and go to bed.
Wake up in the morning, done.