I use conemu at work. It's not as awful as some alternatives. I would recommend it, but I can't say that it's a good experience. Maybe I'm doing something wrong here... do you run vim in conemu? For me, it's slow when redrawing lines of text while paging and sometimes renders artifacts in the pane, especially when I vertically split vim.
For a command line interface, I find it to be fairly unstable, too.