You might call me stubborn - coming from a strong Windows background - but I find it annoying that OS X’s Terminal is case sensitive if it comes to command-line completion.
You can change its behavior to case insensitive by putting the following line into a file .inputrc in your home directory ~/:
set completion-ignore-case On
Or you could just open a Terminal window (Command + Space and type Terminal) and execute the following command (which does exactly the same):
echo "set completion-ignore-case On" >> ~/.inputrc
Now your Terminal’s command-line completion is set to be case insensitive.
Note that you’ll need to open a new Terminal window for the changes to be effective.