I've changed my shell several times and swear by alternate shells on windows. My personal favorite is geoshell. In fact, I would prefer it to just about any WM I've seen so far on linux. Perhaps FVWM2 comes close if you completely change the scripting for it to make it act like geoshell, but, IMO, geoshell is perfect for me.

http://www.shellcity.net/index.php

That's a nice site with almost any alternate shell you can find as well as a variety of resources for linuxes. As far as security goes, I'm really not sure of the implications, but, after I replaced most of the default windows software with other programs, my machine became MUCH more stable. My best uptime was about 22 days on windows ME running geoshell. Without geoshell, I could barely go a week. So, it can increase stability for sure.