Readline has vi mode, and it's amazing. I use vi mode in zsh, bash, ruby, python, mysql, etc. and I can't live without it any more.

I still have fit-of-rage moments when I try to use things that either (a) try to roll their own line editing or (b) use some inferior readline clone.

rlwrap is nice, but typically the shells I'm using have other functionality that I miss too much (tab-completion) if I use it. For instance, I've given up using rlwrap with the Scala repl for this reason.