Been using UNIX since the late 80s; Linux since the mid-90s; virtualization since the early 2000s and spent the past few years working in the cloud space.
Location
Alexandria, VA, USA
Education
B.S. Psychology from Pennsylvania State University
Depends on the nature of the development you're doing. If there's any likelihood that what you're planning to do will require running in a native space, then a VM is going to be your best bet (whether hosted locally or "in the cloud"). The first three options you list fall under the "VM" heading, to a greater or lesser degree.
I've used Cygwin/X for over a decade. However, that use has mostly been as a management interface. It's good for things like SSH'ing to remote systems, running tools like the AWS CLI, basic editing of programs (that will be run elsewhere) or displaying remote X-clients' output to. For actual coding that is influenced by the environment it runs in, it's not adequately insulated/abstracted from the host it's running on as it's really just a shell (you'll especially see this in code that relies on multi-threading or low-level I/O manipulation).
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Depends on the nature of the development you're doing. If there's any likelihood that what you're planning to do will require running in a native space, then a VM is going to be your best bet (whether hosted locally or "in the cloud"). The first three options you list fall under the "VM" heading, to a greater or lesser degree.
I've used Cygwin/X for over a decade. However, that use has mostly been as a management interface. It's good for things like SSH'ing to remote systems, running tools like the AWS CLI, basic editing of programs (that will be run elsewhere) or displaying remote X-clients' output to. For actual coding that is influenced by the environment it runs in, it's not adequately insulated/abstracted from the host it's running on as it's really just a shell (you'll especially see this in code that relies on multi-threading or low-level I/O manipulation).