The vim-powerline plugin can be used to enable a statusline in Vim that is both beautiful and informative. Using it fully on Windows and especially for use with PuTTY has a few problems:
The Consolas font needs to be patched to view the fancy Unicode symbols in the statusline.
Visual mode string symbols are not downloaded properly from Github.
Mercurial symbol in Consolas, a lightning symbol, does not display for some reason.
Patched Consolas font name cannot be distinguished from the default Consolas in PuTTY.
I have forked the main vim-powerline repository and fixed these issues in it. These fixed files can be obtained here. Follow the instructions from my post on vim-powerline with this fork and you should be able to get the plugin running on Windows.
For PuTTY, remember to change the font for you SSH session to Powerline-Consolas and also ensure that the terminal can support 256 colors.
Tried with: PuTTY 0.62 and Windows 8 x64