Just bumping this thread up since I've just tested out some windows USB stuff in case anyone is interested.

If you search around for "libusb-win32" you'll come across a badly documented bit of software - which works wonderfully and provides simple no-fuss access to USB devices under Windows XP (the only one I've tested so far). There seem to be two major components, a windows driver with a wizard which generates an ".inf" file and driver package which is set to a particular vendor/product ID. When you plug in a USB device, Windows will ask for a driver, and you simply point at it, and all is well. The second part is the API side interface which mostly follows the libusb documentation (lots available), except for the asynchronous data interface - which is key to getting high speed transfers. There's an example program posted on the libusb-dev-win32 mailing list (June 13, 2006 thereabouts) which shows how to use the async. interface.

To cut to the chase, I've got an board based on a Netchip2272 USB2 interface chip that has a throughput just north of 20MBytes/sec under Windows using the libusb-win32 library/driver set. I'd expect the Cypress FX2 chip to do something comparable. And I didn't have to learn any windows driver details - which just makes it all gold.