Something I never noticed until just now: the built-in help for the Windows 2000 command prompt (and presumably XP) actually tells you to edit the registry in order to do things like changing the completion key. We've all been doing it for years, but I'm still surprised to find it in the online help. All this time I've felt like I was using an undocumented hack. But no, "cmd /?" says:

Command Extensions are enabled by default. You may also disable
extensions for a particular invocation by using the /E:OFF switch. You
can enable or disable extensions for all invocations of CMD.EXE on a
machine and/or user logon session by setting either or both of the
following REG_DWORD values in the registry using REGEDT32.EXE:

HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor\EnableExtensions

and/or

HKEY_CURRENT_USER\Software\Microsoft\Command Processor\EnableExtensions

and so on and so on.

Apparently regedt32 (why not regedit, btw?) is Microsoft's officially supported interface for customizing the behavior of the command prompt. (Would it have been so much harder for them to just put this stuff in control panel?)

It seems like back in my tech support and sysadmin days, any technet article that involved registry editing had a disclaimer like "we don't really support this and it might hose your machine". I see no such warning from cmd /?.