How long should it take Cygwin to load?

It should only take a few seconds. Have you got bash-completion installed? Starting that can really slow things down, especially if network drives are involved as well. Either uninstall the package or move its startup script out of /etc/postinstall.d. Other scripts in there might slow things down too.

Depending on your system resources, cygwin should be relatively quick. I've found it to be very buggy in a lot of ways though. I've recently switched to using AndLinux to get unix/linux functionality on my windows boot and it works far far better in my opinion.

If you are on a computer with Active Directory, insert the following lines into /etc/nsswitch.conf as described here: https://www.cygwin.com/faq.html#faq.using.startup-slow

passwd:   files
group:    files