app/console by default (if you create a new Symfony project via composer create-project or by downloading it from symfony.com) is not executable. Therefore I get the following error:

sf2 _symfony2_get_command_list:1: permission denied: app/console 
_symfony2_get_command_list:1: permission denied: app/console
_symfony2_get_command_list:1: permission denied: app/console

To make command completion work without changing app/console you just have to let php run it.