Mingw on Linux

I'm using MinGW for years, but never tried to use it on Linux machine as a crosscompiler. Today I've had first experience. First thing I've noticed is how actually easy to install such environment - there is a totally automated build script available from MinGW site.
Pros:

• One environment
• Speed. Native environment vs MSys is much, much faster.

Cons:

• Building non-Linux things on Linux means transferring them from one machine to another.