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- Use Oil Shell if you want a faster and more modern version of Bash that's compatible with it and offers more modern oil language.
- Use Zsh if you want better extendability and more plugins.
- Use Fish if you want perfect out of the box configuration and a more modern (and less verbose for most cases) scripting language.
- Use Dash/Ash if you want better speed and full POSIX compliance (no extension, no unimplemented features).
- Use Yash if you want better autocomplete but still faster than Bash.
- Use Xonsh if you want an awesome Python-based scripting experience and very nice autocomplete.
- Use Elvish if you want a more modern scripting language.
- Or use anything. Any shell will be better than Bash. Bash is slow, not POSIX compliant, and doesn't offer Zsh/Fish level autocomplete.
AFAIK all distributions ship with bash as default, except maybe Kali that use zsh.
Any shell will have to be installed, but zsh is probably the most popular shell after bash.