It's not cheap, but SecureCRT is a fantastic terminal app.
It's always been unclear to me why nobody has written a great terminal application for Windows. Is it just because the majority of those who really care are already using Linux or OS X?
I find it somewhat ironic that a significant portion of the command line population has migrated to the macintosh.
I'm actually in the process of writing a Metro terminal app which will hopefully fill the void here.