My only complaint with Zsh's tab completion, which is usually far superb compared to Bash, is that package-name completion is much slower in Zsh as compared to Bash, at least on the Debian and Ubuntu systems that I use. Typing `aptitude install build-<Tab>` in Bash almost immediately completes "build-essential", but Zsh can take anywhere from 3-15 seconds to search through the package cache before completing the same package name.

Other than that, I absolutely love Zsh's completion system, and the awesome capabilities it provides, like context-sensitive Git argument completion, such as `git add <Tab>` listing only the files that are either changed since the last commit, or not yet tracked by Git. Insanely useful!