I tried my previous post about gdb in Cygwin. The installation went smooth after installing few packages to the basic Cygwin installation. But for some reason GDB is not getting enabled in Cygwin and it still complains -python scripting is not supported!
If it works, eclipse ide could also improve upon the way it shows the debug info for STL container when it use GDB debugger. This is a major problem in eclipse for c++ developers which is actually beautifully done in MSVS IDE.. hmm
I will digg further.