Most of the users generally use their default shell but their are may shell out there which can be used. To find out what you are using type:
echo $SHELL

Most of the linux users and nearly all Mac users will get /bin/bash as their shell.
Some of the different shells out there are:

1.tcsh shell: csh or tcsh are same. tcsh is opensource. It is the default shell on sun microsystem's solaris and BSD.
2.ash shell: : I don't think any one is gonna use it unless he want to save some bytes like in embedded systems. It don't have any advance features.
3.ksh: it is the default shell for Unix V systems.
4.zsh:It have a speel checking features.
5. Bash shell: default shell of linux and Mac OS now. It is the second clone of sh after zsh.
Some time a script need to run for a specialise shell. Then it is important that you run them on it.