I've found Cygwin to be the best method for setting up an SSH server on Windows. This is partly due to the need for Cygwin for other purposes (rsync, cron, shell scripts, etc).

To set it up, first install Cygwin, including the OpenSSH package. Then run the ssh host setup command.

ssh-host-config

This command should result in several prompts. Answer yes, yes, yes. To each question. Then use ntsec tty for the CYGWIN= variable.

After the installation script completes, you can start the sshd daemon with the Windows net command.

net start sshd