About a month ago I started using dmenu (dmenu2, precisely), but I didn’t like the behaviour of the TAB key (completion). I wanted it to behave like Vimperator: TAB key to select the next element, Shift+TAB to select the previous. So I modified the dmenu.c file in the source and now it works the way I wanted.
If you like this TAB behaviour better, you can get this modified version from my dmenu2 repository.