As we speak, the PostgreSQL project is preparing release candidates for version 8, featuring a native Windows installer. I’ve just used it successfully, and it beats the daylights out of the process for cygwin described below.
For *nix users, this is not a big deal, but it’s not difficult to imagine that this development will go a long way towards more exposure for postgreSQL. A feature by feature comparison with mySQL is pretty embarrasing for the latter, but now it appears that postgres is making big strides in getting into developer toolkits. Sometimes clients just don’t want to mess around with a database that doesn’t deliver value immediately.