I am trying to use mysqli in OO and there is no autocomplete for it. If I do it procedurely everything pops up - but not OO. PDO gives me nothing at all (OO or procedural). Is it like thi with all the extensions that have a procedural and OO interface?

Where and or How would I get these to load into the autocomplete listing? Noticed the technical FAQ on SPL - but other then downloading the file and trying to point to it in the project properties->Properties Tab->Code insight includes (hope there was where you where refering to in the FAQ) - you kinda lost me with the explaination of how to set it up. Am I correct in assuming I would have to make my own include file for these classes with all the phpdoc info?

You may use the same way as proposed for SPL: http://forum.nusphere.com/code-completion-for-php-spl-dom-pdo-and-dom-t1733.html
The only thing you'd need is a file with prototypes for classes available with mysqli extension.