For gdb TUI, you can also use the 'focus cmd' and 'focus src' commands to choose which window gets to handle up/down. I usually keep the command window focused out of habit because the source window intercepts too many keys for my liking.
Nice link - reminds me to try to use the history stuff like ! and ^ more.
Actually, just go read http://ss64.com/bash/syntax-keyboard.html or something, once per day, integrate a new one each time, and you will improve your productivity on the command line (as well as comfort).