I prefer Tunnelier for most of the work I do, because it can save passwords with the profiles and has SFTP functionality too. It doesn't have many features of Putty though.
Another good option is Putty Tray which is basically Putty with some more features.
PuTTY Tray is an improved version of
PuTTY (Win32). It features some
cosmetic changes, and a number of
addons to make it more useful and much
more fun to use.
Features:
New default icon
Minimizing to the system tray (on CTRL
+ minimize, always or directly on startup)
(Tray) icon customizable
Blinks tray icon when a bell signal is
received
Configurable window transparency
URL hyperlinking
Portability: optionally stores session
configuration in files (for example:
on a USB drive) like portaPuTTY
Easy access to the 'always on top'
setting (in the system menu)
Reconnects when your PC wakes up from
stand-by
Attempts to reconnect when the
connection fails