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
PS C:\AntsMap> "this is interesting".split()
PS C:\AntsMap> $s = gc Solver.cs
PS C:\AntsMap> $s.length
PS C:\AntsMap> $s | sort