I would very much like to be able to save and store transaction filters from inside the transactions UI so I can just run a transaction report on a specific set of criteria. This is by no means critical but would surely make it much easier to review transactions on a daily basis.
That is an excellent suggestion. We're currently building up to a complete admin rebuild - so I've added your suggestion to our notes there.
For what it's worth - and I know it's not a perfect answer for all situations - but you can set up custom reports using our API as needed. More information on that here: http://wiki.foxycart.com/static/redirect/api
No worries, I completely understand.