Be aware though, that many Windows-based 'solutions' (like SFU, UnixUtils, etc.) with the exception of Cygwin, will give you a similar experience, but aren't necessarily compatible. In our environment, we opted to go with Cygwin since it has a relatively small footprint, and many utilities within the CLI are GNU or even POSIX compliant.
We write shell scripts within Cygwin for convenience, and then bring them over with minimal change to Solaris/AIX machines.
For a true experience, I'd go with the previous suggestions of downloading VMplayer, and one of the many images you can download for it.