+1 for the OP's original idea (something like a dir_modules() function that lists out all possible imports).

I think something like this must already be present in some of the Python front-ends such as ipython and bpython.  That is how they support tab-completion for imports:

In [1]: import co
code         codeop       colorsys     compileall   contextlib   copy
codecs       collections  commands     compiler     cookielib    copy_reg

In [1]: import re
re        readline  repr      requests  resource  reverend  rexec