A *nix newbie question.

I was wondering what are the differences between *nix shell types, csh, bash, zsh, ksh Etc. Do different types offer different security features? Do they contain different *nix programs that can be run only when using that particular shell? What are the major advantages / disadvantages to running different shell types or is it more of a user preference?

A good *nix newbie shell tutorial would be really helpful.

Thanks in advance