Get that Linux feeling - on Windows
The MinGW-w64 project provides toolchains which produce native Windows binaries for i686 32 bit as well as AMD64 64 bit Windows. IA-64 and ARM targets are supported as well. These binaries do not use the Cygwin DLL and only support the Windows APIs.
MinGW.org is like Mingw-w64, but only supports 32 bit Windows.
If you are interested in DOS-based GNU tools, see the DJGPP Home Page. DJGPP is a somewhat similar project that concentrates solely on DOS-hosted tools.