I need an offline installer with most of the utilities commonly needed. Somehow the default installer confuses me with all its package selection. I installed Cygwin but I can\'t
Pick a mirror server closest to you from http://cygwin.com/mirrors.html
Choose any FTP or HTTP mirror.
Download the whole mirror maintaining exact file tree structure of the cygwin directory in the mirror.
Edit: How to download the whole mirror?
wget -m
Execute setup.exe & choose source as local directory and browse to the release directory.
Now you have the Offline Cygwin Installer.
Update: Use Babun. It's based on cygwin and more user friendly. Get Babun