I'm posting this referring to
https://bugs.launchpad.net/ubuntu/+bug/549521
Although completion [pressing TAB after a few letters brings up the whole file/pathname in terminal] is integrated for quite a bunch of stuff, I've discovered a different behavior for the last versions of Ubuntu. For example, the use of TAB will complete sudo but not the commands following the sudo command.
This is annoying like hell, because most of the time I use the terminal, I've got to use the sudo command.
The old way was easy, safe (because you avoid typos or see them pretty fast), and quick.
I don't know why it changed from the old behavior, where even available packages after "sudo apt-get install" were shown after the first letters of the packages + TAB.
As discussed in the bugreport I've mentioned above, this seems not to be a bug but a thing Ubuntu leaves for the user to decide. You can reenable the bash autocompletion behavior before Lucid like mentioned here
https://bugs.launchpad.net/ubuntu/+source/bash-completion/+bug/477753.
I wonder, why this great feature should be an opt-in, since it brings so much functionality to the terminal, and people new to ubuntu and the shell may not even know this function can be extended for the sudo command as well.