I experimented with this a little in the pydb variant (http://bashdb.sf.net/pydb). Some observations. First, one can include the debugger commands into the namespace without too much trouble. See what's checked into CVS for pydb; In particular look at the complete method of pydbbdb. (Personally, I think adding debugger commands to the list of completions is a little more honest.)

The second problem I have is that completion is not all that sensitive to the preceding context.  If the line begins "step" or "1 + ", is it really correct to list all valid symbols?