This seems like the nicest console emulator around on Windows:

http://bliker.github.io/cmder/
http://cmder.net
https://mintty.github.io

I think it would make sense, since Windows is not really a DIY platform, but more of a download-and-use-the-thing-that-you-can-click-on platform, that we include a really nice console emulator for people to use.

EDIT: fixed link
EDIT (@ViralBShah): mintty as the preferred choice