[scott_s]

  $ may-aw<TAB>
  my-awe-inspiring-tool my-awwwww-how-cute-program  my-awesome-version-control-prog
  my-aww-yeah-tool      my-awchoo-i-sneezed-program my-aw-long-your-names-are-grandma

Also, please don't make me hit the - character when I call your program.

[Xurinos]

I prefer - over _ over smashingwordstogether. There are the benefits of readability and not needing to intermittently press the shift key. Also, you might prefer

    bind 'tab:menu-complete'

or to assign that to a different key. This allows you to quickly cycle through valid options so you are not playing "what's the next letter?" games.