Agree, but it's actually more like:

    cmd+space sa <return>

For most people. Because it seems to prioritise based on frequency of past selection.

With the right zsh plugin, either of them will tab complete properly. (I think "osx" from oh-my-zsh is the one that does it on mine)

Edit: looks like this is actually built into zsh. Slightly surprised, but just goes to show I know almost nothing about the shell I use every day.

Check out Alfred[1] it supports tab completion.

[1]http://www.alfredapp.com/