First of all, great praise goes out to PowerGREP it's a great program.
But it's not free. Some of it's options I'm looking for: Being able to use .NET regexp's (or similar) to find things in a filtered list of files through subdirectories.
Replacing that stuff with other regexps.
Being able to jump to that part of the file in some sort of editor.
Non commandline.
Being able to copy the results / filename and occurrences of the text.
Low overhead would also be nice so not too many dependencies etc.
And I need it on windows.
I would suggest trying the new dnGrep, it's a .NET application that provides grep-like functionality and has almost all the features you specified.
Here are the features and a sample screenshot: