I like mapping page up and page down to history-search-backward and history-search-forward in /etc/inputrc or ~/.inputrc. It works much like the bang commands. Ubuntu and Debian have the appropriate lines commented out; other distros might enable such a mapping by default (Mandriva did when I used it last).

  "\e[5~":        history-search-backward
  "\e[6~":        history-search-forward

Some other useful entries:

  # ctrl-left, ctrl-right
  "\e[1;5C":forward-word
  "\e[1;5D":backward-word
  "\e[5C":forward-word
  "\e[5D":backward-word
  "\e\e[C":forward-word
  "\e\e[D":backward-word