If you are a bit of a Pythonista then iPython is tough to beat. It has some of the more common shell commands coded in (i.e. ls, pwd, cd etc.), can also run any other shell command by prefixing with '!' (i.e. !latex file.tex) but also is a full Python shell with history, tab-complete, multiline editor support, logging etc. etc.
Moreover, you can install iPython back on your UNIX boxes as well as Windows meaning your environment can follow wherever you go.