
Control-click on your account name in the Accounts pane of System Preferences and choose Advanced Options in the contextual menu that appears (you'll have to unlock the pane first, by clicking the lock icon).
In the resulting Advanced Options screen, either type in the path to your preferred shell, or choose among the various shells already installed in /bin: bash, tcsh, sh, csh, zsh, or ksh. Finally, click on OK.
The note at the top of the Advanced Options screen claims you have to restart for the change to take effect, but you really just need to log out and back in again.