The native Windows console window is for me not usable for real programming work because it is too limited compared to shell terminals available in Linux (my second programming platform).
A good alternative solution I have found is Console, available from http://sourceforge.net/projects/console/
Console has many configurable options, including the possibility to change font, colors and background. (Hint: do not forget to specify Consolas as font).
Console window dimensions can be changed on the fly; selecting text in the window is simply a Ctrl + mouse action. Copy and Paste functions are available from menu and toolbar.
Console is a good and working solution for all command level actions. I use it every day for non standard maven and subversion operations.
Warning: Console is not a shell interpreter. The shell interpreter is the Windows cmd.exe. A Console configuration options let you specify a different shell. For example it is possibile to use the Bash shell included in the Git package. You can read here for more details.