I installed Cygwin, to be disappointed that bash by default runs within "cmd.exe". I googled around and found Console2. It's not a particularly well-designed application, as doing adjustments is slightly painful, although most of the time it works well.
I am still looking for a better way to survive in a Windows environment as even Console 2 occasionally crashes e.g. when trying to resize my terminal when editing in vim and there are plenty of other annoyances that I'm really not satisfied with.
Any ideas? I tried using Cygwin via PuTTY and that was an equally bad user experience.