SharpDevelop 2.1 sports code-completion support for .NET 1.0, .NET 1.1 and the Compact Framework 2.0. In the "Compiling" option page of the project, you can choose the target framework:

Now code-completion is supported for all frameworks except the Compact Framework 1.0. Note that choosing Compact Framework is a new option in SharpDevelop 2.1 - previously, you had to modify your project file manually. If you did this, you had to change your project file manually back into the default .NET 2.0 one and then choose "Compact Framework 2.0" in the options - code-completion is available only this way. If you want to create a new Compact Framework project, there now also is a Compact Framework project template.
Note that code-completion requires the target framework to be installed on your machine - otherwise you'll get the default .NET 2.0 completion. For the Compact Framework, the Compact Framework SDK must be installed.