If for one reason or another you haven't got a Linux box available and you're using Cygwin to run Node and such, then you probably want a good editor/debugger to go along with this and provide a tolerable experience comparable with that on a more native platform.
At the moment however, if you want to use the latest node with the latest cloud9, there are a few issues, and getting this scenario working under Windows takes a tiny bit of manual effort.
That leaves us in a place to install the latest version of Node:
git clone git://github.com/joyent/node.git
make && make install
If during the configuration step you're told that you're missing a component, run the Cygwin setup and install that component. Some of the names are a bit different, but googling suffices for everything here - you basically want openssl-dev and a c++ compiler - it didn't ask me for much more than that.
Next up, you want NPM, this is nice and easy
curl http://npmjs.org/install.sh | sh
When this has finished chugging, you should be sat in Cygwin wondering what to do next, and the answer is - install Cloud9!
npm install cloud9
Now, in an ideal world this would work (and in the future, if you're reading this in the future, hi!) it probably will work at this point - but at the moment you're going to have to re-build one of the components for cloud9 and copy that over to the correct location.
Pop into the Cygwin setup tool and install libxml2-devel
Then from Cygwin perform the following:
git clone https://github.com/ajaxorg/o3.git
cp build/default/o3.node /usr/local/lib/node/cloud9/support/jsdav/support/node-o3-xml/lib/o3-xml/
The fruits of this labour should look something like this:
Now you can run/debug/manage all your writings inside your browser - ace stuff.
Credits go to a chap called Neil Kerkin who I stole this from and ported it into Cygwin so I could do JS if caught short offline on my windows laptop. (I've done likewise on my main Ubuntu machine).