I'm currently working on an addin that integrates a shell window into SharpDevelop. Basically it's a port of the "Console" project  (http://sourceforge.net/projects/console) to ManagedC++ with some modifcations.

It's not polished for release yet, still somewhat buggy and unstable. Expect a sneak peek within the next few weeks.

A screenshot showing the addin in action: