How to use Cmd's tab autocomplete effectively?

1 year update: I came to the conclusion that Cmd's autocomplete is unusable, and stopped using it.

I installed Clink which gives you Bash-style autocompletion in Cmd.

Clink combines the native Windows shell cmd.exe with the powerful command line editing features of the GNU Readline library, which provides rich completion, history, and line-editing capabilities

It's brilliant.

Cygwin will allow you to run a Bash shell (apart from many other POSIX environment software) under Windows.

Otherwise, you might try an alternative shell, rather than than the ancient Command Prompt, to find one that best fits your needs.

Here is a list of some consoles that emulate bash on Windows :

win-bash
Road Bash
Git Bash described in this article

Other consoles :

Microsoft's Windows PowerShell and its wikipedia article (the most powerful)
Console with an article
ColorConsole
PowerCmd
GS.EXE
PyCmd

[EDIT] I have since discovered Cmder which is an excellent tabular console replacement that also brings with it much of the Linux shell behavior as well as a port of many Linux file-handling applications such as grep.

Hitting the TAB key toggles through all existent directories.

Try to enter just cd then TAB for a few times and you will see the principle.

cd countries/europe-s[TAB][TAB] 

for example will bring you to the second match (countries/europe-serbia)