CMD.EXE. It has tab completion and support for long filenames, what more do you need?
All kidding aside, as much as I like using CMD on Windoze, I understand that it's quite limited compared to a "real" shell. All of the different ones I've used on Linux seem similar for the most part, and I wouldn't be surprised if most of them were based on BASH. I've never done any sort of scripting with them though, aside from setting up shortcuts to run programs with certain commandline parameters, like batch files on Windows/DOS.