Because usually I m starting to complete toi early (I mean with not enought letters) so I end up with too many choices, then I have to go back , remove all the letters resulting from the last completion, add a couple of letter more and then complete again. I m not saying that happen all the time (otherwire I won't use completion) but when I happend , it's taking quite a long time. ( I m sure I can try to use completion more cleverly but that means I need to think before completing which take time too , that's why I m thinking if I was typing fast enough I could just type stuff).

Ah, I see. I'd say if you want that process to get faster, learn how many letters the words need before completion. That should give you some improvement. I don't tab-complete much, unless I'm in for some very tedious task (like nicknames on IRC).

And to your second question, yes, the letter frequencies change, but I think marginally. Especially if you mean the first syllable.

About the files: I don't know what shell you use, but Bash won't add any addidional letters until a unique match is found.

I also use tab completion a lot (mainly in zsh where it is very powerful), but primarily because I'm just lazy, not because it's faster. :-)  In certain situations it is indeed faster to just type the words completely from the first time.

It is context-sensitive and programmable, and many useful extensions are included by default.  Eg. tab-completion on the contents of a tar archive (for tar -x), tar completion across ssh connections (for scp), tab completion of command-line arguments for many programs, etc etc.  The simplest one I can no longer miss, is that "cd <tab>" only lists directories, not files.

I think recent bash has some of these available too, but they just copied from zsh. ;-)

I don't know about bash, maybe it caught up.  But I've been using tcsh and then zsh forever now.

Last time I used bash (3.0), cd+<tab> listed files, too.

For vim, set the option 'completeopt' (abbr 'cot') to include 'longest':

set cot+=longest

Completion will then insert only the longest common prefix.  If 'cot' already contains 'menu' (which it does by default), you will also be shown a pop-up list of possible completions.  You can type letters one-by-one to shrink this pop-up until you zero in to the desired full completion.  There is never a need to backspace. 

I am also puzzled that you say bash requires you to backspace during completion.  Longest-prefix-so-far is a strategy that shouldn't require backspacing ever, unless you explicitly typed something that's patently wrong.