I haven't used IntelliJIDEA, but I do use Jetbrains' Resharper, which transforms VS into a much better IDE. If that's anything to go by, IntelliJIDEA's intellisense will be better than VS's intellisense.
Having said that, I just watched the screencast[1] of Python intellisense in VS, very impressive.
IDEA's Python support seems very poor compared to VS. I installed the IDEA Python plugin and when I typed "import " it said "no suggestions". Same thing when I typed "sys." and when I created a new Python project, it couldn't find any interpreters installed on my system.
Meanwhile in VS, after installing the Python plugin all of that stuff just worked the first time.
When you start up a new Pycharm project or add a new interpreter, you have to let the index processes run (there's an indicator in the lower toolbar which will tell you when background processes are running...click it). When those index processes are finished, Pycharm will definitely autocomplete import statements: http://imgur.com/JRsfH
What version of IDEA do you have? The latest version 10.5 works with the new version of the python plugin (which is basicaly pycharm) and auto completes right away when you start typing.
I really don't like having to configure the interpreters but it's also nice when you're using project based virtual environments.