It was unexpected by me so I consider it a bug.
You're encoding the game state as a giant switch statement. This is not the best approach. The size of your code will increase exponentially with the complexity of the game. The only reason it works at all is because tic-tac-toe is very simple. You should read up on representing this as a game tree:
http://en.wikipedia.org/wiki/Game_tree
http://en.wikipedia.org/wiki/Extensive-form_game
Here was my first run, pretty much randomly choosing boxes:
Enter H or T to decide if you will go first:h
Enter 'X' or 'O' to select the shape that you want to use:x
#### Initial Game Board State
[-1, -1, -1]
[-1, -1, -1]
[-1, -1, -1]
Enter the slot(location) where you want to place your shape:(available slots are :'0', '1', '2', '3', '4', '5', '6', '7', '8'):1
you have chosen to place an 'X' at 1.
#### Game Board State After Move By:player
[-1, 'X', -1]
[-1, -1, -1]
[-1, -1, -1]
cpu has chosen to place an 'O' at 2.
#### Game Board State After Move By:cpu
[-1, 'X', 'O']
[-1, -1, -1]
[-1, -1, -1]
Enter the slot(location) where you want to place your shape:(available slots are :'0', '3', '4', '5', '6', '7', '8'):2
Enter the slot(location) where you want to place your shape:(available slots are :'0', '3', '4', '5', '6', '7', '8'):3
you have chosen to place an 'X' at 3.
#### Game Board State After Move By:player
[-1, 'X', 'O']
['X', -1, -1]
[-1, -1, -1]
cpu has chosen to place an 'O' at 6.
#### Game Board State After Move By:cpu
[-1, 'X', 'O']
['X', -1, -1]
['O', -1, -1]
Enter the slot(location) where you want to place your shape:(available slots are :'0', '4', '5', '7', '8'):4
you have chosen to place an 'X' at 4.
#### Game Board State After Move By:player
[-1, 'X', 'O']
['X', 'X', -1]
['O', -1, -1]
cpu has chosen to place an 'O' at 5.
#### Game Board State After Move By:cpu
[-1, 'X', 'O']
['X', 'X', 'O']
['O', -1, -1]
Enter the slot(location) where you want to place your shape:(available slots are :'0', '7', '8'):8
you have chosen to place an 'X' at 8.
#### Game Board State After Move By:player
[-1, 'X', 'O']
['X', 'X', 'O']
['O', -1, 'X']
cpu has chosen to place an 'O' at 7.
#### Game Board State After Move By:cpu
[-1, 'X', 'O']
['X', 'X', 'O']
['O', 'O', 'X']
Enter the slot(location) where you want to place your shape:(available slots are :'0'):0
you have chosen to place an 'X' at 0.
#### Game Board State After Move By:player
['X', 'X', 'O']
['X', 'X', 'O']
['O', 'O', 'X']
#### Ending Game Board State
['X', 'X', 'O']
['X', 'X', 'O']
['O', 'O', 'X']
player has won the game...
Hope that is helpful.