I work extensively on a Windows desktop. However, I do SSH into Linux servers often and I do so using PuTTY, a free and open source client. Everything works peachy. However, I recently had occasion to work extensively with some Unicode source data and I found that there were times when I thought that there were encoding issues with the data as they were not being displayed correctly on my screen. It turns out that there was really nothing wrong with the data and that it was PuTTY was misinterpreting the data to be in the wrong encoding.
Fixing this is something of a cinch:
This problem also affects other Windows terminals including cmd.exe. From what I've read, the fix for cmd.exe is to use the chcp command to change the active code page. Type chcp /? for more information.
Hope this helps!