There is a native windows version of Postgresql due out with the 7.4 code base. There was a proof of concept version released based on 7.2.1 by peer direct.
These versions are NOT cygwin dependent, and seem pretty fast.
I think the real possibility of MySQL having all the features of postgresql are about zero. By the time you've bolted on transactions, fks, constraints, triggers, stored procedures, user extensible data types, schemas, unions, sub selects, ANSI SQL compliant sequences, write ahead logging, transactable DDL, and a dozen other features, MySQL won't be MySQL anymore, it'll be a slow, bloated database.
Postgresql started out with those features programmed properly, if a bit slow, and has slowly been optimized to perform well while doing those dozens of things that MySQL doesn't do. Adding the feature is more than just tacking it on the side, it has to truly be integrated into the engine, and integrated efficiently. Often, choices made at the beginning of designing a database will restrict what you'll be able to add to it later, and MySQL was not made with things like transactions or fks in mind.
I like MySQL for data storage of things like web content, but I just don't trust it for real database work with heavy parallel access and such.