I'm always interested in the idea of learning a new shell - but the ubiquity of bash is what generally holds me back. I fear that switching gears for each system I log into would seriously break the flow.
That's the same reason I stick with vim and a relatively vanilla vimrc. I know that I can ssh into almost any machine and be productive. GNU screen, vim and bash mean I can get work done.
Once you throw Screen into the mix it's a lost cause IMO. Having it bind control-a by default means it's absolutely unusable without a .screenrc. Anyway, it's easy enough to just hit "curl p.hagelb.org/d | tar xzf -" first thing you do once you log in, and bam--all your stuff is there.