Which shell am I running on?

$SHELL is not necessarily your current shell, it is the default login shell. To check the shell you are using, try

ps $$

This should work on most recent Unix/Linux with a ps that supports the BSD syntax. Otherwise, this is the portable (POSIX) way

ps -p $$

That should return something like this if you are running tcsh:

8773 pts/10   00:00:00 tcsh

If you want to have tcsh be your default shell, use chsh to set it.

From the command line, you can also use the $0 variable to determine which shell you are using. e.g.:

~$ echo $0
/bin/bash


~$ ksh
$ echo $0
ksh

Note: you cannot determine the shell using $0 within a script, because $0 will be the script itself.

This is an amendment to all of the better answers above. I had a tiny issue identifying dash at one point; seemed right to share:

curl -fsSL http://www.in-ulm.de/~mascheck/various/whatshell/whatshell.sh | sh
ash (dash 0.5.5.1 ff)

curl -fsSL http://www.in-ulm.de/~mascheck/various/whatshell/whatshell.sh | bash
bash 4.3.30(1)-release

Good for troubleshooting in tight spots is all. Cheers.