if you have windows 10 then WSL is in my eyes the clear winner. much much easier to set up than a linux VM. got a new laptop couple weeks back, literally took couple minutes to set up WSL, and then just waiting for it to download and install.
at work I have to use windows 7, so there I use cygwin, which provides a bash shell like on linux and the basic utilities, but not nearly as good as WSL as it requires to recompile programs you want to run in it instead of just fetching using a package manager like apt.
I have to say that along with virtual desktops, WSL is my favorite feature of windows 10. I normally use linux for the terminal, so WSL for me is better than having a straight out linux distro.
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