Besides Mintty's improved function over Putty, the cool transparent mode allows users to read files in the background without switching the terminal back and forth. It's very helpful when you read a pdf file while coding in vim!
My laptop : cygwin+mintty and vim/vimshell.( At this moment, vimshell can only be patched into vim 7.0. You need to recompile vim if you have 7.x)
My Desktop: