I use zsh on all machines I do dev work on. It has a number of features that are either missing from or more difficult to configure in bash. To change your default shell to zsh, you'll need to run the following:
brew install zsh
This will update the zsh install on your machine to the current version. Then run:
chsh -s $(which zsh)
The next time you open a new shell with this user you'll be running zsh by default.
Next you should take a look at the oh my zsh project.