Not sure how many people know this (I only figured this out a few weeks ago) but you actually can auto-complete tags when creating a new entry in Pinboard.
Here's the situation: You go to create a new bookmark in Pinboard using the bookmarklet (or you're searching your Pinboard for a specific tag, or any other time you're entering a tag into Pinboard), you type a few of the letters of a tag you've used in the past, and you hit Return, thinking it will auto-complete the tag. Instead, however, it simply creates that new bookmark with a weird half-tag.
You might think that you should use Return to complete the tag, but by default, in fact, you have to use the Tab key. That's the trick. Use Tab, not Return, to complete a tag.
This actually makes a lot of sense when you think about it. Use Tab to quickly complete a tag, and hit return to quickly create the new bookmark.
Of course, you can change the tag auto-complete button to Return if you would so choose by visiting your Pinboard preferences and checking-off the box next to the "Use Return Key To Autocomplete" option, which explains itself as follows:
By default, Pinboard uses the tab key to autocomplete tags. If you press return while in an autocomplete field, the form you're in will immediately get submitted.
Some people hate this behavior. If you turn on this preference, the return key will autocomplete tags just like the tab key does.
This all being said, you should also be using the super-quick custom Pinboard search for Alfred that I posted about a few weeks back.