Are you using an insider build or a different shell than Windows' cmd? I find myself using Putty to connect to a Linux subsystem ssh server just to get a decent terminal emulator with full colour support!
I did try conemu when bash for windows was first released, but ran into some problems. Will definitely try again, thanks! Though the wsltty linked below looks promising as well
Same here, but I can't figure out how to fix my main annoyance with the WSL: deactivating the bell!!! There is no reason for my computer to be making noises when I'm using tab completion!!!!!!!!!!
To disable beep of the bash you need to uncomment/add set bell-style none in your /etc/inputrc file
To disable beep of programs like vim (I've tested only with that) you need to create - if it's not already there - a .bash_profile and add setterm -blength 0
I don't use PuTTY either for the same reasons as you, but I do continue to use Pageant. I use a mix of Windows and Linux tools and I only really want to enter my SSH cert credentials at start-up. So I still end up installing it.
I also use Bitvise for tunneling on the Windows side as well.
Sort of... the Bitvise SSH client I use for tunneling, it comes out of box understanding that Pageant is an available agent and will reference it; a lot of tools know that PuTTY is common and therefore expect the tools to be present.
With git and tools that use Git, PuTTY distributes plink.exe, which acts as a helper. So you set something like...
GIT_SSH=c:\Program Files\Putty\plink.exe
To make that happen. So PuTTY is not my shell, but is still pretty important for its good set of overall tools.
the problem is that putty's terminal window (as far as I know) doesn't work in local, so if you are doing local terminal-based work (vagrant git etc) and then you need to ssh, you can't do everything with putty's terminal, but you can do all of the above with git bash.
Or cygwin that has easy to use gui package manager, iirc. Msys2 is a mess, but for non-development uses it should be ok, once you learn how to win in pacman.