Screenshot of CMDer in action. Sorry had to blur my proxy :p
Need an alternative to work on other than the normal boring Windows CMD? You can try CMDer. It is a console emulator. With hefty features UNIX like commands, portability and built-in GIT init.
The things I liked the most is the keyboard shortcuts and HISTORY!! Just like in Linux. You can press arrow-key-UP to reuse your previous commands.
See screenshot above. I use proxy settings a lot. This saves me precious seconds compare to I opened up a Windows cmd and typed those settings manually.