I use MSYS right now, which does an okay job for what I need it for, but it can be confusing when the MSYS grep isn't the same as the GnuWin32 grep (GnuWin32 has -P, MSYS grep doesn't).
POSIX isn't divine and infallible. PowerShell is actually quite nice, save for the arcane Windows console UI. I still prefer zsh, but that's no reason to immediately discard a competitor.
I have a windows workstation. Every single server I interact with is POSIX. POSIX isn't divine and infallible and PowerShell is nice, but it isn't as ubiquitous and I only have enough patience for one arcane shell language.