Don't you love it when you hunt for a program that you need to perform one function, find it, and then discover that it does a whole lot more? I found Take Command ($100, 30-day free trial) after being frustrated with the poor command line in Windows. I discovered it gave me what I wanted, and a lot of stuff I hadn't known I wanted--but now I definitely do.
Take Command is an excellent tool for anyone who regularly has to interact with the Windows command line (You know, that little window with the "C:\" prompt). It integrates its own console window (compatible with the standard command prompt but powered up) and a graphical file explorer. Take Command also offers a basic development environment, including a debugger, for the batch-type files you can create with it. It's not Visual Studio, but it doesn't need to be.
For my purposes, being able to open up multiple command shells in a tabbed window, flip between them, and easily edit commands to be sent to said windows was more than enough, but the real heart of Take Command lies in its enhancements to the weak Windows batch scripting language. While still keeping to the terse, sometimes cryptic syntax of batch programs, Take Command adds in real control structures, hundreds of functions, process monitors, and even Internet connectivity.
Take Command is a powerful tool for programmers, system administrators, and serious tinkerers. Casual business or home users will probably not get enough out of it to justify the price. Anyone who often gets down and dirty with the command prompt, though, will find it immensely valuable.