I'm teaching my kids LOGO successfully on Windows using Elica LOGO. (Kids ages are presently 12 and 10.)
The package's strengths include many "advanced" extensions, beyond the basic 2-dimensional turtle. These include 3-D graphics and simple hooks into the Windows widget world. (You can create Windows forms with buttons, etc., from within your LOGO code.)
Lacks sound/music capability, at least in version 5.5, and the built-in documentation is extensive, with many advanced examples, but it's not very useful in my opinion--due to its incompleteness, and its having many coding examples that contain errors. (But my kids learn more by finding the errors in the programing samples.)