Being a non-emacs user, I prefer the shell. But even when I was still using vim, I prefered the shell over all the plugins vim offered (autocompilation, quickfix window, ...).

The main reason to this is that, whatever you could say, the shell is much more modular than a "plugin language", even elisp. It is made to run external programs, and glue them together. There are a lots of programs that can be used for development, and most (if not all) of them are written for shell usage. By exploiting them like this, you avoid the need to wrap it in some kind of plugin for your editor. Also, if that editor isn't available, you'll still be able to work.