Windows Command Prompt vs Powershell vs Git Bash

It's been really frustrating sometimes when following along in tutorials that make use of the terminal, that Command Prompt doesn't support a lot of default Linux/UNIX/MacOS supported commands like grep, etc. Just yesterday, I realized that I have another terminal available: Git Bash! So far, it seems like I can do anything I could on Command Prompt plus a lot of Linux commands. What's your terminal of choice on Windows? Why? Is there any reason not to use Git Bash?