Find/Grep for a string across multiple files with different extensions

Search many files for a string. This example finds the string "thingy." This is useful when I want to find, say, a CSS class name that has changed, and update it in all of my .js, .jsp and .jspf files.

The -niP argument to grep is optional. -n prints line numbers, -i makes search case-insensitive, and -P toggles Perl regular expression syntax. (I'm not sure that -P works under Cygwin.)