In your $PYTHONSTARTUP file:

    import readline
    import rlcompleter
    readline.parse_and_bind('tab: complete')

Doesn't work on OSX like this. See below for portable version [1].

    import readline
    import rlcompleter
    if 'libedit' in readline.__doc__:
        readline.parse_and_bind("bind ^I rl_complete")
    else:
        readline.parse_and_bind("tab: complete")

[1] http://stackoverflow.com/a/7116997/10583

you install IPython :)

Or bpython.