Here\'s a little program:
#!/usr/bin/env python
# -*- encoding: utf-8 -*-
print(\'abcd kΩ ☠ °C √Hz µF ü ☃ ♥\')
print(u\'abcd kΩ ☠ °C √Hz µF ü ☃ ♥\')
Your problem here is that your program expects, and outputs, UTF-8 characters, but consoles and various python runners on the web use other code pages. There is no way to code special characters that work in all encodings without modification. However, if you choose to use UTF-8 everywhere, you should be safe.
I think any terminal in Windows will do - so don't bother switching out the default one (cmd.exe) just because of this. Instead, change the encoding of the terminal to be UTF-8 as well, to match the encoding of your python script.
Unfortunately, I've never been able to find a way to set the code page to UTF-8 as default, so it has to be done every time you open a new command prompt. But it's done via a simple command, so it's only half-bad... You change the encoding by switching codepage:
>chcp 65001
Current codepage is now 65001
Note that you have to use one of the standard fonts for this to work. Most sources on the web seem to suggest Lucida Console.