Non exhaustive list of cygwin packages I had installed before compiling root (Dev version 4.00/06a)
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Base : all packages
Devel: binutils, gcc, gcc-g++, gcc-mingw, gcc-mingw-core, gcc-mingw-g++, libiconv, make, mingw-runtime, w32api
Libs : libiconv, libiconv2, libintl, libintl1, libintl2
X11  : xorg-x11-base, xorg-x11-bin, xorg-x11-bin-dlls, xorg-x11-devel, xorg-x11-func, xorg-x11-fonts, xorg-x11-xwin