Meh. I use bash on my laptop and zsh on my VM, and barely notice a difference between the two other than my different prompt. That tells me I'm not getting the most out of it, but it also tells me that the out-of-the-box improvements are pretty minimal. Given how many machines I need to attempt to keep my customizations in sync across (git is barely an option, let alone something like dropbox - this is inside a PCI Level 1 environment), stuff that requires a ton of plugins to really be useful is typically more trouble than its worth. Simply managing my SSH keys is bad enough.
I'm in exactly the same boat as you (except we're at PCI level 2).
tmux on my local machine does me fine. And as loading tmux inside of tmux is pointless, I don't need to copy configs across.
though what I do have is a number of cheat sheets for each type of server, so I have copy and paste code (most of it is simple enough stuff, but sometimes having a visual reminder is helpful when you're up against tight, stressful, deadlines)
