I like Consolas a lot, but you can apply this tip with any TrueType font in order to replace the default, nasty raster font in the Windows command-line console. Just make sure it's a mono-spaced font.
I found this in Mastering PowerShell, by Dr. Tobias Weltner.
Open your registry editor. In the key
insert a new "string value" and give this entry the name "00" (numbers, not letters). If there's already an entry that has this name, then call the new entry "000" or add as many zeroes as required to avoid conflicts with existing entries. You should then double-click your new entry to open it and enter the name of the font. The name must be exactly the same as the official font name, just the way it's stated under the key
A reboot is essential after 'installing' a font in the
key, not just a log off as Weltner writes.