I have been using the one from bassistance.de (http://bassistance.de/jquery-plugins/jquery-plugin-autocomplete/) and find it to be useful in terms of extensibility and usability. It does have some strangeness if you use it in "multiselect" mode and start deleting items out of the list but I get around that by having an html select box with multiselect enabled on the "source" and "destination" and then set the options from the source box as the source to the autocomplete. It works great!
This plugin allows you to set your source to an AJAX or static source and then provide custom formatters to pull the text/value out when you need to.