If we talk about Windows, than I'd use std::wstring (because we often need cool string features), or wchar_t* if you just pass strings around.

Note Microsoft recommends that here: Working with Strings

Windows natively supports Unicode strings for UI elements, file names, and so forth. Unicode is the preferred character encoding, because it supports all character sets and languages. Windows represents Unicode characters using UTF-16 encoding, in which each character is encoded as a 16-bit value. UTF-16 characters are called wide characters, to distinguish them from 8-bit ANSI characters. The Visual C++ compiler supports the built-in data type wchar_t for wide characters

Also:

When Microsoft introduced Unicode support to Windows, it eased the transition by providing two parallel sets of APIs, one for ANSI strings and the other for Unicode strings. [...] Internally, the ANSI version translates the string to Unicode.

Also:

New applications should always call the Unicode versions. Many world languages require Unicode. If you use ANSI strings, it will be impossible to localize your application. The ANSI versions are also less efficient, because the operating system must convert the ANSI strings to Unicode at run time. [...] Most newer APIs in Windows have just a Unicode version, with no corresponding ANSI version.