I'm using Emacs/X11 on cygwin as my main editor (when stuck on work's machine) and Emacs 22's Unicode support really rocks. However, getting it to pass unicode between the kill ring and Windows /X11 clipboard doesn't work out-of-the-box (mainly because Emacs thinks it's on a Unix host). The fix is easy though:
I finally got fed up enough with Courier New to start searching for a legible, monospace font to use in jEdit. In Emacs, I'm particularly fond of the standard X font "misc-fixed" (though it's a little tough to tell appart O and 0 still). But for jEdit, the Java monospace font seems to map to Courier New in Windows, and to some God-awful font on Linux.