Agreed about Cygwin. I used it for years out of necessity, but I don't like when people suggest it as a remedy for Windows's anemic command line. Cygwin adds a tiny amount of what is needed. For one thing, Cygwin can't do anything about the terminal emulator, which is very weak.
Are you using MinTTY or the native cmd.exe-like terminal? MinTTY is based on PuTTY code and is quite reasonable (and a major improvement over the standard Windows way.