Previously, like probably 80% of other users, I had only used Putty as a ssh enabled terminal emulator. However after my adventures with emacs I've come to realise what a great tool it is, including it's support for comand line use.
If you are stuck using Windows without OpenSSH (e.g. not using Cygwin) then I recommend you get Putty.
Some of it's features are:
Every time I've used it it's been rock solid and handled everything thrown at it (including things that OpenSSH had trouble with -- although to be fair that was probably not OpenSSH's fault)
- Key generation and management (including import/export of OpenSSH keys)
- A key caching utility (so you don't have to keep typing the key passphrase)
- command line ssh support vi plink
- support for scp and sftp (pscp and psftp)