Well while working with visualforce pages, I was always tempted to replace the boring lookup field with a autocomplete component which searches the records as we enter text in them.
closed as not a real question by Saariko♦ Apr 9 '13 at 10:29
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Try this out:
Setup -> customize -->search settings -->check lookup autocompletion for whichever objects you wish.
This will automatically search for records as user types in characters. I checked this for bith standard edit layouts as well as visualforce pages.
However the note which appears while you do this setting, states that this will show you the recent items.
Thought its worth sharing. Here is component that supports autocomplete(http://blogforce9.blogspot.in/2012/11/auto-complete-visualforce-component.html).
Few features of the autocomplete component