After getting errors like this:
I discovered that OpenCV works best (most easily) under Windows as 32-bit
The alternative is to compile OpenCV for 64-bit
I discovered that my Windows install of Python (2.7.3) was conflicting with my (implicit) Cygwin install
(2.6.5), so I removed the Python language package from Cygwin.
I then had to take off the 64-bit install of Python and replace it with 32-bit.
Here are the Python packages
I then re-did my Scrapy install
python ez_setup.py (to get easy_install)
easy_install -U Scrapy
I then installed the OpenCV pre-requisites
I'd already installed the out-of-the-box OpenCV (2.4.0)
I then ran the Delauney sample, which worked, finally!