I just noticed that you can download the PowerShell for XP. This is the new shell that was supposed to ship with Vista but grew into having its own release schedule as it will be a core administrative component in other future products. It was not cut due to security concerns. I've only seen a little of it so far, but it's a welcome replacement for cmd.exe. I use Linux regularly but haven't had it as my main desktop since school.
The standard commands are all available. Additionally, a few helpful aliases (ls for dir) are implemented by default. The newest features rely on cmdlets, which are powerful object-based commands. These really deserve a detailed post of their own, and I hope to write one up in the future.
PS C:\AntsMap> 234 + 45
279
PS C:\AntsMap> "this is interesting".split()
this
is
interesting
PS C:\AntsMap> $s = gc Solver.cs
PS C:\AntsMap> $s.length
55
PS C:\AntsMap> $s | sort
A set of useful tutorials on text and file processing: part 1, part 2, part 3.
Addendum: Lee Holmes kindly pointed out a couple of inaccuracies in my original post. His blog has a lot of great articles on things you can do in PowerShell.