What tools do you use for TeX if you have ever tried it. I also want to try out LaTeX if that makes any difference.
I am running on windows, but will install Ming or Cygwin if that's what it takes.

All suggestions highly appreciated.
Do you have experience in Tex or are you learning?

Recently, I wanted to learn as well, and since I use Arch Linux I followed these:
http://wiki.archlinux.org/index.php/Category:TeX_(English)
http://wiki.archlinux.org/index.php/LaTeX

They have the Tex Live distribution.

For an editor, I installed TexMaker. Looks nice. It has a Windows version as well.
http://www.xm1math.net/texmaker/

BTW, you mentioned mingw and Cygwin, have you seen andLinux?
http://www.andlinux.org/