One interesting bit is that ssh aliases also work for scp. For example I have ssh keys setup on a VPS and to copy a file I can type

    scp vps:~/www/back<tab>

and it'll autocomplete to

    scp vps:/home/vhosting/c/vhost12345/www/backup-2014-07-02.tar.gz

Or if there are multiple matches for file or directory names, it'll list them like bash normally would. This seamless integration is so awesome, I can highly recommend ssh keys (and cygwin for Windows users).