It has been stated here, most of the developers who are working heavily in Windows environment (myself included) use ConEmu. There are tools out there that do make Windows a productive environment.
Windows does suffer from short-comings but do not tell me OS X or Linux do not.
+1 for ConEmu. It's a life saver on Windows. I know it's a religious issue, M$ vs <whatever> but it is still kinda valid.
I work with some talented C# developers but I'm always thinking in the back of my mind : "what compels you to only develop for windows?".
ConEmu doesn't solve the problem, as it's still using the Windows cmd.exe. Someone who's used to a UNIX terminal is likely used to something like bash or zsh. ConEmu doesn't give them that.
ConEmu has a tab for Powershell, and powershell does provide enough power to do scripting. If you are Unix developer, do not expect a one-to-one mapping on windows side. Treat using different OS like visiting a new country. There are many things similar but something subtly and some things starkly different.
OSX has a decent terminal. Windows has not.