I've used very similar settings like this in PuTTY for years. However, if I am using a Windows box for serious work (I usually prefer a Linux box except for some Windows-only tools), I add PuTTY's pageant.exe to the Startup menu folder, with the shortcut set to load my ssh private key. pageant is an ssh key agent that sits in the system tray, and allows you to launch new ssh connections, or one of your pre-configured sessions.

Still doesn't beat the out-the-box operation of a typically linux desktop with an ssh agent, multi-tabbed terminal, bash completion etc.

Also, many PuTTY users seem to be unaware of plink (really, why is this functionality not in PuTTY?) and pscp.