Color on Windows Cmd Prompt
By using colorama (https://pypi.python.org/pypi/colorama) it is trivial to have color support for Windows command prompt. This adds quite a bit of cleanliness to a Sphinx build.
I propose wrapping the import of colorama in a try except to avoid making colorama a dependency of Sphinx. It would be powerful to add a note in the documentation that if color support on Windows is desired colorama should be installed.