When I'm forced to use Windows (which is pretty much just at work), I run an X server through Cygwin then use URxvt with GNU screen. I haven't found a Windows console application that doesn't play nicely with this when run through winpty, so for me it's the best of both worlds. I have used ConEmu and Cmndr, but I found them both to be nowhere near as reliable as my current setup (much like how WSL still can't touch Cygwin for my use case).