Improving Putty settings on Windows

Since I started contract work for a new customer and have been offered a Windows Thinkpad to connect to the internal network, I have been looking at ways to make my life more comfortable. Putty is now my window to the world work so let's look at how I can make Putty nicer to work with by tweaking its configuration.

PS: Some of these options work equally well for Putty on Linux, put there is little use for that combination.