Cygwin convert windows path to unix then change dir

Try this:

cd $(cygpath -u 'C:\Develop\blah\blah\blah\too_deep\')

The $(command) construct does a command substitution and is replaced with the output of the command.

You'll need to enclose it in double quotes if the path contains spaces:

cd "$(cygpath -u 'c:\Program Files\')"