How do I exit or cancel a bad bash command?

You can always try the obvious things like ^C, ^D (eof), Escape etc., but if all fails I usually end up suspending the command with ^Z (Control-Z) which puts me back into the shell.

I then do a ps command and note the PID (process id) of the command and then issue a kill thePID (kill -9 thePID if the former didn't work) command to terminate the application.

Note that this is not a tidy (no pun intended) way to terminate the application/command and you run the risk of perhaps no saving some data etc.

An example (I'd have used tidy but I don't have it installed):

$ gnuplot

    G N U P L O T
    Version 4.2 patchlevel 6 
     ....
    Send bug reports and suggestions to <http://sourceforge.net/projects/gnuplot>

Terminal type set to 'wxt'
gnuplot> 
gnuplot>               #####  typed ^Z here
[1]+  Stopped                 gnuplot
$ ps
  PID TTY          TIME CMD
 1681 pts/1    00:00:00 tcsh
 1690 pts/1    00:00:00 bash
 1708 pts/1    00:00:00 gnuplot
 1709 pts/1    00:00:00 ps


$ kill 1708            ###### didn't kill the command as ps shows

$ ps
  PID TTY          TIME CMD
 1681 pts/1    00:00:00 tcsh
 1690 pts/1    00:00:00 bash
 1708 pts/1    00:00:00 gnuplot
 1710 pts/1    00:00:00 ps
$ kill -9 1708           ### -9 did the trick
$ 
[1]+  Killed                  gnuplot

$ ps
  PID TTY          TIME CMD
 1681 pts/1    00:00:00 tcsh
 1690 pts/1    00:00:00 bash
 1711 pts/1    00:00:00 ps

Try pressing Ctrl-D or Ctrl-C. If it fails, kill the process .

Trying with the tidy command you mentioned, Ctrl-D works.

Another solution (not mentioned already) is to send the SIGQUIT signal using ctrl+\

It is stronger than a ctrl+c