A complete set of binaries for ghc and ghci under 
cygwin would be really nice.

Using the win32-version works, but is far from satisfying.

GHCI does not recognize the arrow keys, thus no 
command history (annoying errors instead) and I've 
heard others complain about problem with linking, since 
win32-ghc uses it's own gcc.

I tried to compile ghc myself, but gave up after a few 
hours.

Please compile it and include it in cygwin's auto-update 
system.