I always forget this one, but it's dead handy as it allows you to type "py" hit tab and it will auto complete for "Python" or "python" for example. Without this setting you'd have to type explicitly what you want. To enable run:
echo set completion-ignore-case on | sudo tee -a /etc/inputrc
tee -a appends to the file - though clearly proceed with caution and if in any doubt backup /etc/inputrc first.