If you want to practice unix programming, maybe do a few unix/linux scripts, or just test out some commands, Cygwin is the answer. Cygwin is the command.com for Unix. When you run it, it opens up a window like the DOS console, and you're ready to type out your commands. Contains the most popular unix commands (and even emulates Unix global variables, which is pretty neat) like AWK, GREP, SED, and of course you can use shell scripting syntax like if, then, setting variables, etc. Pretty good.
Now if I could only find a good editor for this besides notepad... :P