The bog standard Shell from Commodore actually has support for colours, although what colour you get depends on your Workbench palette. You can use escape codes to set the foreground and background pens and a lot of other stuff, too (don't remember them now so don't ask me

. There are several commands supporting this, at least one port of "ls" does different colours for directories.
However, if you want to run stuff like vim with correct colouring, I guess you need something that can do proper terminal emulation. The only one I know of for Amiga is ViNCEd but there might be others.