I recently switched to zsh on my Terminal.app on my OS X machine successfully. The version number of zsh is 4.3.11.
If you have Homebrew installed, you can do this.
# check the zsh info
brew info zsh
# install zsh
brew install --without-etcdir zsh
# add shell path
sudo vim /etc/shells
# add the following line into the very end of the file(/etc/shells)
/usr/local/bin/zsh
# change default shell
chsh -s /usr/local/bin/zsh
Hope it helps, thanks.