Syntax highlighting of less, works just fine on most *nix systems. Even on Cygwin you can do it with the minor adjustment of the shell script path and installing with apt-cyg.
apt-cyg install source-highlight
export LESSOPEN="| /usr/bin/src-hilite-lesspipe.sh %s"
export LESS=' -R '
However, using this drastically slows down browsing of large files. I suggest to use alias in such a way to only implement the LESSOPEN export above when needed, like this:
alias lessh='LESSOPEN="| /usr/bin/src-hilite-lesspipe.sh %s" less -M '
where the -M flag is convenient to also show filename and line number.