Some time ago I wrote a post on my blog on how to setup the looks of your Cygwin bash shell using rxvt. Well, I normally add a few more settings to my environment just to make it more useful.
For instance, I add the following lines to my ~/.bash_profile with some aliases to make it easier with directory surfing.
alias ls='ls --color=auto' alias ll='ls -lsa' alias l='ls -la'
It is also useful to set some preferences for vi, and this is done in the ~/.vimrc file: