Found by accident: Cygwin tips that still work (most of them)

The link:
Cygwin Tips by zzapper Linux Like Environment for Windows

The tip I found most useful:
Scroll down to this line:

It describes how to add useful Windows-side folders to your Cygwin install by changing them into POSIX paths, accessible via cd /<shortcutname> but invisible to Windows Explorer, unlike soft symlinks and .lnk files. It eliminates the annoyance to treat the spaces in folder names with backwhacks or enclosing the whole path in quotes.

I still have two aliases that point my Cygwin rxvt (or whatever terminal I happen to be using) to my XP Desktop and My Documents folders, and for practical reasons I intend to keep them in my *aliases file, but I doubt if I'll use them as often with these new mount points in place.

BZT