the windows console sucks, but there are a couple of tools that keep you from throwing your workstation out of the window:

readline completion à la bash: http://code.google.com/p/clink/

nice console emulator with tabs: http://code.google.com/p/conemu-maximus5/

gnu tools on windows without cygwin: https://github.com/bmatzelle/gow/wiki

not perfect, but actually usable...