The people at Ars technica has written a good introduction to the future shell for Windows systems: MSH (if I remember correctly it will not be launched with Vista but with a future Windows Server release). It looks that Microsoft is really taking into account that the GUI is not good for everything and that the CLI is a better solution for some problems.

MSH has a few interesting improvements over the known shells, but a new shell will not give you everything you need to do CLI based administration tasks, you need that the installed software provides a CLI interface, a big problem on the Windows world where everything is done with a GUI.

Another problem is security, the ars technica introduction says the truth, any shell can do damage, but the problem on Windows is that I am sure those msh scripts will be associated with an extension and a simple double click will execute them, on Unix like systems you do not trust a file extension to tell if the file is executable or not, you must explicitly mark them, for example with:

chmod +x script.sh

or any graphical file browser like Nautilus or Konqueror. That means you require direct user intervention to be able to say that a shell script is executable.