Cygwin install

From wikinotes

chocolatey installs cygwin to C:\programdata\chocolatey\cygwin\tools\cygwin

Cygwin is built to be able to be run in a portable way. You install, update, and get new packages by re-running the cygwin installer.

Always install the 32 bit version of cygwin, unless you absolutely need it to be 64bit. It is much more supported. Cygwin doesn't seem to require any registry keys to be set, the only things that affect it's portability are some environment variables.