Some time ago there, was an excellent hint for setting Tab-key filename completion to cycle through possible endings rather than simply show a list of possibilities. Unfortunately, that hint only applied to tcsh and not bash. To achieve the some result in bash, add this line to your .bash_login file:
bind '"\t":menu-complete'
[robg adds: This works as described, and I find the revised behavior so much nicer (it was one of the few things I missed when switching from tcsh. In the standard mode, you see a huge list of commands when typing (for instance) a[Tab]. You then have to type another letter, hit Tab again to see a revised list, and repeat as necessary. In this mode, you just type a[Tab] and then keep hitting Tab to see the other possibilities cycle through the same command line.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20050904022246573