Python shell? Sure.

Lucio: 
> > But the read-eval-print loop (interpreter for all those non lispy guys),
> > is a powerfull tool. Maybe we should call it 'shell'... who knows :)

> No, "shell" would only work for Unix weenies.  It is used for too many
> other things in other contexts.
> 
> --Guido van Rossum (home page: http://www.python.org/~guido/)

But on the Windows IDLE I'm using, is says *Python Shell* in the Tk title.

I think "shell" is good.  Can be used as a verb ("OK, now let's shell into
Python and...").  

Having "shell" resonate with all those other meanings helps more than
hinders I think.
 
Sounds better than "command window" I think.

Plus we have PyCrust and PyShell :-D

Kirby