You don't necessarily need to maintain a second computer in order to run Unix in addition to Windows. All mainstream Unix operating systems can be installed on a PC alongside Windows on a separate partition, or installed in a virtual machine (VM), such as Oracle VirtualBox, which is also available for free.
VMs are software packages that pretend to be computer hardware. You can install an entire operating system plus the software you need on the VM as if it were a real computer. The OS running under the VM is called the guest OS, and the OS running the VM on the real hardware is called the host.
Computational code runs at the same speed in the guest operating system as it does in the host. The main limitation imposed on guest operating systems is graphics speed. If you run applications requiring fast 3D rendering, such as video players, they should be run on the host operating system.
There are many VMs available for x86-based PC hardware, including VirtualBox, http://www.virtualbox.org/, which is free and open source, and runs on many different host platforms including FreeBSD, Linux, Mac OS X, Solaris, and Windows.
Running a Unix guest in a VM on Windows or Windows as a guest under Unix will provide a cleaner and more complete Unix experience than can be achieved with a compatibility layer like Cygwin. The main disadvantage of a VM is the additional disk space and memory required for running two operating systems at once. However, given the low cost of today's hardware, this doesn't usually present a problem on modern PCs.
Virtual machines are most often used to run Windows as a guest on a Unix system, to provide access to Windows-only applications to Unix (including Mac) users without maintaining a second computer. This configuration is best supported, and offers the most seamless integration between host and guest. An example is shown in Figure 40.1, “Windows as a Guest under VirtualBox on a Mac Host”.
Another issue is that Windows systems need to be rebooted frequently, often several times per week, to activate security updates. Most Unix systems, on the other hand, can run uninterrupted for months at a time. (FreeBSD systems will typically run for years, if your power source is that stable.) There are far fewer security updates necessary for Unix systems, and most updates can be installed without rebooting. Rebooting a host OS requires rebooting all guests as well, but rebooting a guest OS does not affect the host. Hence, it's best to run the most stable system as the host.
If necessary, it is possible to run Unix as a guest under Windows. FreeBSD and many Linux distributions are fully supported as VirtualBox guest operating systems.