The best example (in fact, provably the simplest answer to your question) is the field of formal Laurent series that Hurkyl mentioned. But actually, you can see that this field is complete by finding a metric that induces the order topology. (It's a surprise that this is even possible!)
The elements of this field look like $\sum_{i=n}^{\infty} a_i x^i$. Let's write $\textrm{ord}(f)$ for the index of the first nonzero term, or $\infty$ if all the terms are zero. Then the ordering is given by
$f = \sum_{i=n}^{\infty} a_i x^i \quad > \quad 0$
when
$a_{\textrm{ord}(f)} > 0$. (Notice that this induces an ordering on the entire field, where $f > g$ iff $f - g > 0$.)
Ok, now let's give this baby a metric! You can verify on your own that
$d(f, g) = 2^{-\textrm{ord}(f-g)}$
is a metric, and that it induces the same topology as the order on the field.
The last thing to check is that the space is complete under the given metric. This is easy once you have the right intuition. Think of it like this: each integer index is one of the display windows of a slot machine. A Cauchy sequence allows the values in each window to spin, but as you progress further down the sequence, each spinner (starting from the leftmost) eventually stops. Therefore the value to which such a sequence converges is simply the formal power series obtained by taking the coefficient of each wheel after it's already stopped.
~~~~~
Also note that Harry Altman is right in general -- "most" nonarchimedean fields aren't second-countable, and so sequences don't suffice to characterize their topology. In this case you'd need nets or filters instead; thankfully the above field is actually metrizable, so you don't have to worry about this. (There's a nice characterization of the nonarchimedean fields that are metrizable, by the way.)
If you're interested in different notions of completeness, you'll find several (such as Cantor completeness and spherical completeness), but when it comes to ordered fields, the "right" one is Hilbert completeness.