I have used Michal Zalewski’s Ratproxy on Google code. I like it a lot. But I also like to have it on Windows. But it seems that the makefile that comes with ratproxy is not really compatible with cygwin.
If you have the gcc, make, openssl, openssl-dev packages installed on cygwin, all you need to do is remove the -Wno-pointer flag from the CFLAGS entry from the Makefile.
So my Makefile’s CFLAGS line looks like:

CFLAGS  = -Wall -O3 -D_GNU_SOURCE

I also replaced $(CC) with gcc just because I felt like it.
Compile it with make command.
Do not forget to dos2unix the ratproxy-report.sh otherwise you will get some errors with ‘\r’ and some other random stuff when you run the report generator shell scripts.
Run ratproxy as :
c:\tools\ratproxy>ratproxy.exe -p 8000 -v c:\testdir -w ratlog -d example.com -extifscfjmXCk
Once you have the log to generate a nice looking pretty report:
bash$ ./ratproxy-report.sh ratlog >reportname.html

An interesting thing happened today …I was trying to redirect some input to /dev/null in cygwin…using something like:
some_exec -p params 2>&/dev/null | grep blah
I kept getting an error : bash: Ambiguous redirect.
I then realized that I should probably doing a simple direct and not a re-direct…seemed to solve my problem. Come to think of it…it makes sense, why should I need to redirect when I’m sending it to /dev/null…should simply be able to direct it using:
some_exec -p paraa 2>/dev/null | grep blah