mintty comes with cygwin and msys2. It's the one I use. Other people have recommended other terminal emulators like ConEmu, but those have varying (subpar) levels of Unicode/color support.
I'm really using `tmux` inside `mintty` so I have an emulation of tabs inside one terminal. It's not super-convinient, requires the user to setup his/her own .tmux.rc, but it gets the job done (still orders of magnitude better than cmd.exe or "even" powershell).
But there is cygwin connector: https://conemu.github.io/en/CygwinMsysConnector.html