Use rlwrap to wrap command line apps with readline
rlwrap wraps any command line utility with the GNU
readline library, which gives you history and Emacs-style keyboard commands for line editing that you'd get with anything that uses the readline library (such as the Bash shell).
I started using it with Oracle's
SQL*Plus command-line utility which lacks history and decent editing capabilities. rlwrap makes it much more pleasant to use.
There is a package for rlwrap in Ubuntu 9.04, so it is likely to be in other recent Linux distros. If you're on Mac OS X,
Fink has a package for this. If you're on Windows, it
looks like there is a package for
Cygwin.