A while back when I was responsible for windows boxes they ran ssh and RDP, there were plenty of times when machines were un-RDP-able but I could still SSH in and fix the saddness.
Fair. But I couldn't target my crappy roguelikes at cygwin - requires complicated third-party installs.
I ran cygwin-with-ssh heavily for a while in 2003. It was a hell of a thing to get it going. Then I had trouble getting it to work on a new computer and gave up. Shouldn't be surprised that it got good again.
Wait, isn't that nearly everything you ever install on Windows? Not complicated per se, but everything is third party and not signed by people maintaining Windows (as with most GNU/Linux distributions).