With oh-my-zsh they've extended cd tab completion so that, once the directory selection is active, you can move around all the available directories with the arrow keys, rather than just tabbing through them.
Through searching around I'm unable to figure out how it's done. If it's a plugin that does it then that's fine as I can install oh-my-zsh plugins with zplug.
autoload -Uz compinit,compinit,zstyle ':completion:*' menu select