You can also try double tabbing at a blank command prompt to get the option to list all available commands.
Or, if you want to break it into chunks, type one letter then tab until the shell either lists all commands starting with that letter, prompts to display such a list(if there is a lot of them), or tab completes the name of hte command because it's the only command starting with that letter.
Though, on my system, it only offers to list 700-some commands.
Though, it's worth noting packages doesn't equal commands as some packages provide several commands that do related things, some libs might not have any stand-alone commands associated with them, some data packages contain no code whatsoever, and so commands are just symlinks to other binaries.
Also, if you're on a system that uses dpkg and apt, Aptitude provides a ncurses interface to view all packages currently installed on your system and available from your configured apt repositories and puts information on each package right at your finger tips. it does sort packages by categories and license status though, so perhaps not the best option if you just want a master alphabetized list.