The best terminal emulator I've used is termite[1]. It has vim-like keybindings and normal/insert mode, plus a bunch of other features worth looking at. If you are using xterm, urxvt, or something similar, I would highly suggest giving it a try.
I'm a tmux user, so the menus and tabs are not really useful for me :). And the command mode in termite is vim oriented, so it's quite nice. I'm not sure how ROXTerm does it. To be honest, as long as a terminal supports vte (for fontconfig), it's already a huge improvement over xterm and urxvt.
I'm a tmux user as well. I actually turn off all of the menus and make it pretty slimmed down. I stopped using Termite originally because colors were acting funky.
Interesting. Have you tried it lately? I've never had any problems in the past few months. If you are happy with whatever you are using now, then there is no need to change :).
[1] https://github.com/thestinger/termite