What's really neat is you can even use it on Windows.
My personal setup is Cygwin Zsh inside Console2 (tabbed cmd.exe shell) proxied via ansicon.exe (makes cmd.exe ansi color escape aware). It's not quite as nice as say Konsole on linux or iTerm2 on a mac, but it's the best I've found for windows.
And thanks to oh-my-zsh (https://github.com/robbyrussell/oh-my-zsh) it really requires very little fiddling, maybe 10 minutes worth.