It isn't DOS, DOS was an operating system. You're probably thinking of the Windows Command prompt, with a shell that is a descendant of command.com.
To your question, it is just as easy to write console Python tools in Windows as it is under Unix. I've written quite a few work on both.
Glue scripts (Batch files) are just fine too, as long as you don't try to do too much with them. When something gets too complex, move that part to Python, or really any language you like. To be honest I like that, I'd prefer people not write complex things in shell scripts that could be done more elegantly in a programming language.