If you're forced to use Windows and need a terminal, I recommend running Cygwin's xterm with a rootless (i.e. no "root" background window, so windows share a desktop) X server. It's a lot better than running Cygwin's bash in cmd.exe.
I did this for a while, but mintty is good enough now and comes in Cygwin's standard packages.
It's been a while since I've used Cygwin (using Linux Mint for everything except gaming and music editing now), so I hadn't even heard of mintty. I'll check it out if I find a need for a good console in Windows again.