This is probably more a pipedream than anything, But I would love a small cygwin install without all the high diskspace requirement install such as X-windows systems. just a lite cywgin bash shell with most dev apps, or compile apps -> m4, glibc -> gcc -> coreutils -> tar -> grep -> dash -> ksh -> bison -> gawk etc etc.
Or at least some implementations of GCC (mingw) and JDK and/or other languages to use with notepad++ portable.
There's MinGW Portable in Development.
You can install apps needed by copying their .exe's or files over from the Cygwin bin to the MSYS bin.