I'm stuck on Windows at work, and landed on ConEmu as my terminal emulator (running bash, though - I've never made the jump to zsh):

https://code.google.com/p/conemu-maximus5/

I haven't tried Console2, so I can't provide a comparison, but here's Scott Hanselman deciding to switch: http://www.hanselman.com/blog/ConEmuTheWindowsTerminalConsol...