Well you are partly wrong. There are different access profiles for SAML2. Web browser Single Sign On is probably the most widely used one. It's based on redirects and as name suggest, it needs browser. You can use for example ECP (Enhanced Client or Proxy) profile for command line clients. Sample implementations in different languages are available on Shibboleth Contribution Sites and ECP profile page
Check OASIS documentation for further details
Edit1:
I don't know why are you assuming that I am less lazy than you;)
Here is brief description of ECP profile. In general you should be able to obtain Assertion from IdP and then feed SP with it, without redirections. Unfortunately I don't have much experience with using ECP profile (yet). I am only familiar with the theory.