I downloaded https://static.rust-lang.org/rustup/dist/x86_64-pc-windows-msvc/rustup-setup.exe.
Then I ran installed stable-x86_64-pc-windows-msvc and nightly-x86_64-pc-windows-msvc without issue.
Then I installed nightly-i686-pc-windows-msvc and stable-i686-pc-windows-msvc. I found it confusing that it downloaded the i686 rustc again, instead of just adding i686 support to the existing x86-64 rustc.
Then I learned on IRC that I am supposed to do rustup target add stable-i686-pc-windows-msvc and rustup target add nightly-i686-pc-windows-msvc instead, to add cross-compilation targets. But, when I did this, it failed:
error: toolchain 'stable-x86_64-pc-windows-msvc' does not contain component 'rust-std' for target 'stable-i686-pc-windows-msvc'
and
error: toolchain 'nightly-x86_64-pc-windows-msvc' does not contain component 'rust-std' for target 'nightly-i686-pc-windows-msvc'
It would be nice to have the cross-compilation to i686-msvc work. My normal workflow is to do the equivalent of cargo test --target=i686-pc-windows-msvc && cargo test --target=x86_64-pc-windows-msvc using a cross-compilation setup I did manually.
Otherwise, it was pretty convenient. It would be nice to see the rustup installer signed sooner rather than later, though I know this is annoying.
Otherwise, it seemed to work well! Pretty awesome.