Before my switch from Mandrake Linux to Ubuntu Linux I used the tab
completion feature in interactive python without noticing it.
But after the switch I noticed it wasn't there any more.
On my search to find a way to reactivate it I found
this page about the standard python module rlcompleter.
I followed the instructions involving a python startup script
and now I'm happy tab completing on the python shell again.
I also found a website about rlcompleter2, which should be a python module for a more advanced form of code completion for python's interactive mode. I didn't tried it already, maybe I will one day.