How to change cygwin terminal to a better one

1. Download Cygwin and install it.
2. Download puttycyg and unpack it somewhere. For example at the "puttycyg" folder on your desktop.
3. Cygwin created a shortcut on the desktop. Right click on it, select "Properties". Change "Target" line to
   "%USERPROFILE%\Desktop\puttycyg\putty.exe" -cygterm -

To change your default shell in cygwin, first make sure it is installed. Then edit /etc/passwd.