As a followup to my post the other day (re case sensitivity), I've ended up applying a few hacks to my Linux environments to get things working nicer when dealing with the command-line. So, my ".inputrc" in my Home Directory (i.e. the config file for the shell) now looks something like:
set completion-ignore-case on "C-i": menu-complete
So far this seems to be working quite well, and removes two of the annoyances, making the Linux command-line behave in some ways more similar to the Windows one for increased productivity.