Install the bash auto completion package.

sudo apt-get install bash-completion

Uncomment the following in /etc/bash.bashrc to enable to auto completion. You will need to open a new terminal after doing this.

sudo vi /etc/bash.bashrc

# enable bash completion in interactive shells
if [ -f /etc/bash_completion ] && ! shopt -oq posix; then
    . /etc/bash_completion
fi

You should now be able to hit tab and have commands automatically completed.
Try it with apt-get in<tab>