The first thing I change in my Ubuntu installations is to uncomment the lines:
# alternate mappings for "page up" and "page down" to search the history
"\e[5~": history-search-backward
"\e[6~": history-search-forward

In /etc/inputrc. I found this option very useful.
Of course the second thing I change is to add rm/cp/mv aliases with "-i" flag, but this is another story (and idea!).

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