Here are some ports of common GNU utilities to native Win32. In this context, native means the executables do only depend on the Microsoft C-runtime (msvcrt.dll) and not an emulation layer like that provided by Cygwin tools.
Unix commandline tools for Win32PuTTY: A Free Win32 Telnet/SSH Client
The GNU Midnight Commander is a Norton Commander clone for Win32. This is an unofficial binary release of the GNU mc, which supports long filenames etc.
The The GNU Scientific Library (GSL) is a collection of routines for numerical computing. The routines are written from scratch by the GSL team in ANSI C, and present a modern Applications Programming Interface (API) for C programmers, while allowing wrappers to be written for very high level languages.