Using auto-completion
If you are lazy enough that you don't want to type the entire make menuconfig command line, you can enable auto-completion in your shell. Here is how you can do that using bash :
$ complete -W menuconfig make
Then just enter the beginning of the line, and ask bash to complete it for you by pressing the TAB key:
$ make me<TAB>
will result in bash to append nuconfig for you!
Alternatively, some distributions (of which Debian and Mandriva are but an example) have more powerful make completion. Depending on you distribution, you may have to install a package to enable completion. Under Mandriva, this is bash-completion , while Debian ships it as part of the bash package.
Other shells, such as zsh , also have completion facilities. See the documentation for your shell.