Just do the reference once, then put the caret on the class name (ie Math), press alt+enter and choose "add on demand static import for 'java.lang.Math'. Intellij will add
In the middle of the pane is the "Packages to Use Import with '*'" table. You can add an entry here of a fully-qualified class name, and tick the static box; now all static methods in this class will be available for auto-completion.
(I'm not sure how the static import works with specifying a package, as I've never tried it, but I don't see why it wouldn't. Specifying a super-package and ticking the "with subpackages" option could be even more interesting.)
Accepting a suggestion from the resulting popup list will, by default, insert a ClassName.methodName() reference (which you can convert to a static import using an Alt-Enter intention).
You can also insert a statically imported method from the completion list by choosing "Right" in the completion menu, and selecting "Import Statically":
Note that once you've statically imported a single method from a class (Assert.assertSame), other static methods from that class (like Assert.assertEquals) will be included in the "regular" code completion (Ctrl-Space).
For Intellij 12 just hit <ctrl + spacebar(twice)>. Then to import the method statically hit <alt + return>. Otherwise just hitting enter will insert the fully qualified name of the method.
Update:
Sometimes just using <alt + return> works too.