I installed oh-my-zsh as suggested in http://ohmyz.sh/. FYI,
[~]$ zsh --version zsh 5.0.8 (x86_64-apple-darwin15.0) [~]$ echo $SHELL /bin/zsh [~]$ ls .oh-my-zsh/
Also, I tried to change my default shell to zsh: [~]$ chsh -s /bin/zsh
try
chsh -s $zsh
that worked fine for me