How to Enable Tab Completion for Commands

Thanks to shellholic's answer, I was able to make it (somewhat) work for sftp. First, create the file /etc/bash_completion.d/sftp with the following content:

# custom sftp(1) based on scp
# see http://askubuntu.com/questions/14645/is-it-possible-to-get-tab-completion-with-sftp
#
_sftp()
{
    local configfile cur userhost path prefix

    COMPREPLY=()
    cur=`_get_cword ":"`

    _expand || return 0

    if [[ "$cur" == *:* ]]; then
        local IFS=$'\t\n'
        # remove backslash escape from :
        cur=${cur/\\:/:}
        userhost=${cur%%?(\\):*}
        path=${cur#*:}
        # unescape spaces
        path=${path//\\\\\\\\ / }
        if [ -z "$path" ]; then
            # default to home dir of specified user on remote host
            path=$(ssh -o 'Batchmode yes' $userhost pwd 2>/dev/null)
        fi
        # escape spaces; remove executables, aliases, pipes and sockets;
        # add space at end of file names
        COMPREPLY=( $( ssh -o 'Batchmode yes' $userhost \
            command ls -aF1d "$path*" 2>/dev/null | \
            sed -e "s/[][(){}<>\",:;^&\!$=?\`|\\ ']/\\\\\\\\\\\\&/g" \
            -e 's/[*@|=]$//g' -e 's/[^\/]$/& /g' ) )
        return 0
    fi

    if [[ "$cur" = -F* ]]; then
        cur=${cur#-F}
        prefix=-F
    else
        # Search COMP_WORDS for '-F configfile' or '-Fconfigfile' argument
        set -- "${COMP_WORDS[@]}"
        while [ $# -gt 0 ]; do
            if [ "${1:0:2}" = -F ]; then
                if [ ${#1} -gt 2 ]; then
                    configfile="$(dequote "${1:2}")"
                else
                    shift
                    [ "$1" ] && configfile="$(dequote "$1")"
                fi
                break
            fi
            shift
        done

        [[ "$cur" == */* ]] || _known_hosts_real -c -a -F "$configfile" "$cur"
    fi
    # This approach is used instead of _filedir to get a space appended
    # after local file/dir completions, and $nospace retained for others.
    local IFS=$'\t\n'
    COMPREPLY=( "${COMPREPLY[@]}" $( command ls -aF1d $cur* 2>/dev/null | sed \
        -e "s/[][(){}<>\",:;^&\!$=?\`|\\ ']/\\\\&/g" \
        -e 's/[*@|=]$//g' -e 's/[^\/]$/& /g' -e "s/^/$prefix/") )

    return 0
}
complete -o nospace -F _sftp sftp

Then in bash you need to execute . /etc/bash_completion.d/sftp in order to load the script.

All I really did was copy/paste the scp completion script from /etc/bash_completion.d/ssh and replace scp occurences with sftp.

If the commands are often used, they are recorded in the command history bash tracks in .bash_history.

Now the trick: You can reverse search this history to re-execute commands by pressing CTRL-r.

In inverse history search mode, bash shows, live, as you type, the most recent command in the history that start with your given input. Then press enter to accept and execute the proposed command. Keep pressing CTRL-R to cycle to older commands with the same prefix.

This is builtin in bash, no need for customizing scripts or install software :) It is one of the most useful features of bash, imho.