If you're like me and you use ssh from Cygwin a lot, you may have tried to set up ssh-agent in the past. There are a variety of reasons it doesn't work nearly as well as it does in unix land. I did some research and found win-ssh-askpass (English Readme). Compile it, make a batch file that looks like the following, and drop it in your startup folder:
C:\cygwin\usr\local\bin\win-ssh-agent --no-DISPLAY --hide-console
Now you only have to enter your ssh password once per login!