Like Cygwin. Do a minimal install unless you really want all the doodas. 'rm', with flags, nukes everything I have ever seen. The few times I have seen un-delete-ables (or even un-see-ables) on a windoze box, I have been able to nuke it with Cygwin. After the rm operation, use a shredder to randomize garbage and free space.

One of my office mates had his install disks out and was seconds away from wiping his OS in frustration after getting 'nailed' by someone/some bug. I popped cygwin on and rooted out the bug with reg edit, cygwin and some creative file searches in about 30min. No safe mode, no crossed fingers. Spybot, Norton and TrendMicro all said he was clear after restart (though if you get nailed, you never can be sure some back door didn't get opened somewhere. As the saying goes: compute at your own risk... re-install annually from a BCWiped and formatted disk. Wipe Swap, hyberfil and Free weekly with a multipass random, and put every personal file in an encrypted partition if you really want to be even remotely safe. But who has time for such paranoia?).

IMHO, shell emulators like Cygwin are the only way to make windows boxes useful for real work. Get it, learn it, and own it. Plus Shell skills are portable between emulators on windows, Mac Shell and Linux... So its really a good skill set to have even for the casual user.