Programs: shells

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Shells are a user-interface for your operating system's services. In windows, the shell is explorer.exe, in linux, it is generally console-based and you have several choices (sh, tcsh, ksh, bash, zsh, ... ).

sh The original shellscript. Limited, but targeting shellscripts to sh ensures they will run just about anywhere.
bash The shell you'll find pre-installed on most servers
zsh Backwards compatible with bash, introducing some of the features of ksh, and providing several very dynamic completion/prompt features. zsh is awesome.
xonsh a python based shell. very cool.