I've not tried Vista, I wouldn't know.
I remember the XP terminal used to be good (at least on Professional... I'm not sure if XP Home screwed it up intentionally or if it was a service pack), then it got harder to use.
It even has tab-completion in one version...
It had tab completion at least as far back as Windows 2000, but you had to enable it in the registry (more precisely, select the keyboard key to use: obviously, you would want to set this to TAB). Only in Windows XP and after was this enabled by default.
I think the only difference between XP Home and Professional was a lack of many of the useful commands in Home.
Powershell, a free alternate shell based on .NET created by Microsoft for Windows XP and Vista, is even better than the built-in command shells.