In Eclipse, I find it pretty annoying that Enter is the hotkey that selects an item from the Content Assist/Autocomplete list. Especially in PyDev where there is no end-of-line
Unfortunately it's not really possible to use tab instead of enter to auto-complete in PyDev (nor in Eclipse itself).
So, what I do in these cases is use Shift-Enter to go to a new line: note that in this case, you can press Shift+Enter from any place in your line and it'll mimic a 'go to end of line, press enter' (which is a nice thing for me).
Implementation note: as Max pointed out, the '\t' and '\r,'\n' cases are actually hard-coded in Eclipse at: org.eclipse.jface.text.contentassist.CompletionProposalPopup.verifyKey(VerifyEvent) so, to fix that, you'd need a patch which changed that at Eclipse itself (so, if you feel it's worthwhile, create a bug-request in Eclipse itself to ask for that feature).