I suppose node.js on cygwin is not really supported. I worked with node.js under cygwin, installed with Windows installer. There are some problems, especially when there are dependencies on paths (/cygdrive/c/...
). I haven't tried to build from source, but asked the guys on the node.js google group a similar question, but they just said: not supported.
So probably it's better to write those unbelievable ugly .bat/.cmd scripts and use the DOS shell commands when working with Windows (which I hate so much). I tried to use PowerShell, but it was no improvement, it's odd compared to bash.