As much as I loved the Bourne Again Shell, I feel like I've been living in the stone ages. I switched to Z shell a number of years ago, and my life is more enjoyable. I was recently referred to the FISH (Fish shell), so I will probably experiment with that soon as well. Naturally, a few zsh guides will likely follow, but I'll start with how to install it.
Note: If you've upgraded your macOS to Catalina, zsh is now the default shell.