There are several available in each of the various platforms. It really boils down to what you are most comfortable with. 'Best' is an entirely subjective measure - my 'best' is most certainly going to differ from your 'best'.
More or less by definition, shell scripting is done in the language of the shell you use. The most common these days are the Windows "batch" shell, which is very little used, but runs on all Windows machines; and bash (Born Again SHell) which is very common on Unix flavored machines, and on all Linux machines. Bash is an extension of the Bourne Shell (sh) with similarities to the Korn shell (ksh). The "C" shell (csh) was my first shell scripting language, but I no longer recommend it, preferring bash. This seems to be a pretty good intro/comparison on 30 seconds examination.