I've moved to a Windows environment recently at work, and I've spent a lot of time adjusting and trying to get productivity up to previous levels. I've found these invaluable:

• Cywin provides a bash shell for Windows. All the commands you'd expect are there Microsoft provide some POSIX tools, but I've to tested them.
• Process Explorer/ is like Task Manager, but with dozens of helpful additional features, e.g. for when you just have to SIGKILL a process.
• notepad.exe is the Window's vi.
• Snipping Tool for taking screen shots.