All the time when using the Stata command editor or console (or whatever you wanna call it) I find that I would want to be able to use some auto-complete command like you would in a normal terminal (like tab). That's not possible however, but here are some other tips to assist with command entry and reduce overall typing effort:
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Command abbreviation: Try su instead of summarize or regr instead of regress.
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Command history: To the left of the main window there's the command history. Similar to a terminal window you can use the up and down arrows to navigate. Double-clicking a command history entry executes the command in question (single-click just puts it in the console).
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Do-file editor: The built-in do-file editor is what you would normally use when doing any serious work in Stata. The do-file editor has some auto-indentation and syntax highlighting features that is helpful when working on large projects.
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Filename tab-completion: While there is no general auto-complete feature available, it is supported when it comes to file-endings. This might be useful when working with files, for instance with commands such as use, save, and log using.