I'm using Oracle SQL Developer 4.1 Early Adopter for a while and I like it. That version comes with a command line (in beta) which goal is to be fully compatible with sqlplus but running in java, and having a lot more features.
Becuse it's connecting with thin java driver by default, it doesn't use NLS_LANG. It's java. It's unicode. So here is how to set the language and characterset with the java options.