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Are there any drawbacks to having Cygwin and Windows share the same $HOME directory, in this case the Windows profile directory?

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Merging them will work fine.

Cygwin proper doesn't store anything in your HOME directory. On first running Cygwin with a fresh home directory, default versions of .bash_profile and such get put there, but again, there is no conflict with things that already get put there.

I, too, find it frequently convenient to be able to use Cygwin on things that live under your Windows profile directory. However, I don't want the two to be the same[*], so I just make a symlink to it in my home directory. I'm never farther from my Windows profile directory than a cd ~/WinHome.

[*] So many programs feel privileged to throw random junk in the Windows profile directory that it would annoy me to see it every time I say ls in my home directory. I prefer to keep that mess at arm's length. I feel my home directory should be mine. I'm happy to let ~/WinHome be a midden.

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Thanks for your answer! I agree with your comment on the Windows profile directory, however I'd say it's not really that different from *nixes. My main objective is to get rid of the hassle of managing two home directories, and to simplify management of config files for software that I use both in Cygwin and native Windows, eg. gVim. –  Andrei Sep 25 '11 at 8:07
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