im pretty sure bash does shared history if you desire it, the configuration is just not as directly obvious.
I prefer a long histfile (unlimited really, i. think i have it set to a million lines, but im at about 70 000. i even keep it backed up regularly because its fairly easy to trash the histfile if you are opening subshells and do the wrongthing. timestamped, too, which i find really handy.
that said, i do use and like zsh on my primary workstation, love it.. but i dont bother priming every other remote box with it, my bash config is simple and tweaked up just rightfor remote servers, and bash is there by default (dealing with older systems, etc.....i know zsh is installed by default often too)