Where do I change my shell?

usermod -s /bin/zsh <username>

See man usermod for more options.

Chris Browne's answer works well if you don't have access to the user and have root privileges.

If you want to change the default shell of your current user you can also use:

chsh -s /bin/ksh

More info

The login shell of a user is defined in a file (/etc/passwd on Debian). This files has an entry for each user with the info entered at creation.

rahmu:x:1000:1000:My Nameisrahmu,,,:/home/rahmu:/bin/bash
anotheruser:x:1001:1001:,,,:/home/anotheruser:/bin/ksh

The last column is the login shell. It will be forked by the login program if successful.

However it is highly recommended that you do not modify this file by hand. You should use chsh or usermod whenever possible.

You can change your login shell with the chsh command. As man chsh notes, a normal user can only change the shell for their own account, while root can change the shell for all accounts.

/etc/shells contains the pathnames of valid login shells. This file is queried by chsh when it is invoked.

The instructions for using chsh vary according to your UNIX flavour:

Linux:

chsh -s newshell

Solaris:

chsh newshell

HP-UX

chsh username newshell

AIX

chsh

This will start an interactive session where you are prompted for the full path to your new shell.

Reference: http://kb.iu.edu/data/benf.html