Goto this link and download this plugin..
See if this location exists: ~/.vim/after/ftplugin
If not, create that folder..
Now, open ~/.vimrc file and add the following lines....
filetype plugin on
let g:pydiction_location = '~/.vim/after/ftplugin/pydiction-1.2/complete-dict'
let g:pydiction_menu_height = 20
Next time you edit a *.py file using vim, auto-completion feature will be enabled.
Feel free to explore more plugins too.. There are many more interesting plugins/