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Why change your shell
The UNIX shell is most people's main access to the UNIX operating system and as such any improvement to it can result in considerably more effective use of the system, and may even allow you to do things you couldn't do before. The primary improvement most of the new generation shells give you is increased speed. They require fewer key strokes to get the same results due to their completion features, they give you more information (e.g. showing your directory in your prompt, showing which files it would complete) and they cover some of the more annoying features of UNIX, such as not going back up symbolic links to directories.
A brief history of UNIX shells
Note, this history is just known to be slightly out of historical order, it is in the process of being corrected, but for the moment should be taken with a pinch of salt In the near beginning there was the Bourne shell /bin/sh (written by S. R. Bourne). It had (and still does) a very strong powerful syntactical language built into it, with all the features that are commonly considered to produce structured programs; it has particularly strong provisions for controlling input and output and in its expression matching facilities. But no matter how strong its input language is, it had one major drawback; it made nearly no concessions to the interactive user (the only real concession being the use of shell functions and these were only added later) and so there was a gap for something better.