Personally I use KingCON. I've tried VNC but didn't like it. WShell is commercial IIRC, but a friend of mine was always using it. I just thought it felt strange.
However, all three of them have tab completion and a scrollback buffer. That's what the original post was about so either of the three would work. But if those two things are the ONLY things you are after then VNC is overkill.
I'd also add a good shell-startup and some essential unix utils.
Even my WinNT cmd.exe prompt is useful after adding ls, cp, less, touch, cat, awk, grep etc.
