> why use cygwin when mingw is available? 

Highly *nix tied programs that needs quick porting can use it (e.g.: those
that use X11).

> what is the difference between the two?

MinGW doesn't implement the *nix layer (Msys does, though only for the shell
and small programs, not the whole system), it only consists of GCC port
(with binutils and friends) linked against M$ C runtime library.

> can i compile an app with either one and then run that app natively on 
winwhatever /without/ having to install either cygwin or mingw? 

All Cygwin binaries depend on cygwin1.dll, so you must distribute that with
the program. With MinGW, there's a smaller C runtime library that must be
distributed as well. I don't remember either provide statically linked
version of those libraries.



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