bash will do tab-completion for ant targets on Debian/Ubuntu boxes out-of-the-box. If you haven’t upgraded lately, you may need to:

sudo apt-get install bash-completion

On Mac OS X, it needs a bit of massaging. First install the macports version of bash-completion and ant:

sudo port install bash-completion apache-ant

Then add this to the end of your ~/.bashrc:

if [ -f /opt/local/etc/bash_completion ]; then
. /opt/local/etc/bash_completion
fi
complete -C /opt/local/share/java/apache-ant/bin/complete-ant-cmd.pl ant

See http://marius.scurtescu.com/2005/03/23/ant_bash_completion for Windows instructions.