For advanced completion, install the bash-completion package:
# pacman -S bash-completion
The "command not found" hook
# pacman -S pkgfile
Then update the database with:
# pkgfile --update
Note: didn't work for me.
Add color output
EDIT: the following trick is not needed anymore since pacman (>= 4.1) now supports color output.
pacman-color from AUR.
Backup the original pacman executable:
# mv /usr/bin/pacman /usr/bin/pacman.bak
Make a symlink from pacman to pacman-color:
# ln -s /usr/bin/pacman-color /usr/bin/pacman