Straight to the point: as I needed a terminal to connect to my Solaris box down there, I decided to go for PuTTY. In this laptop I'm running Windows Vista (I'm not joking...) and I didn't want to install Cygwin for such a basic task.
PuTTY doesn't even intall: you just download it and run it. Fine! As soon as I connect, the first surprise.
$ echo $LANG
and PuTTY is simply misunderstanding it. Well, to say the truth it isn't even trying to understand it. When you launch PuTTY you're presented a dialogue. In that dialogue, if you choose the Window/Translation tab, you'll the able to choose the character encoding PuTTY will be using during the translation process of the received data. Just set it to match your other endpoint encoding like this:
Et voilà! PuTTY is printing characters correctly:
Just a remark for the PuTTY guys: Windows/Translation doesn't seem such a good option name, to me, for a character encoding.