If you don't have the mentioned (excellent) bash_completion file on your system (it's not a standard part of bash, it's an add-on), then check if your distro offers a package for bash_completion or bashcompletion. If not, you can download it and install it yourself.
I don't use any of these ESC key combinations because bash_completion does very smart completions for most of the commands that I use. I wrote one or two of my own completions for proprietary tools that we use at work. Check the bash man page for the "complete" command to see how to customize completions yourself.