After several months on SO/SE, I finally stumbled across stackexchange.com/filters and set up a filter for the tags and sites I am interested in. Doing so has already increased the variety of questions I read and post answers to.
I figured that I had just overlooked the SE-wide filters, until two other users (one 5k rep one 10k rep on SO, with some other accounts across the network as well) found my mentioning it helpful. So clearly even among users with some SO experience it is not uncommon to be missed.
Then I went to the stackexchange.com main site and found no easy way to locate the filters.
This is critical functionality to making the network be a network rather than a collection of unaffiliated sites, and it is hidden. It is something that, once set up, becomes your portal into the new questions that day. It deserves high priority placement.
One option would be to put it in the top bar of every site, like so:
But somehow I find that a bit unsatisfying. Do you think that it deserves priority placement and, if so, where should it go and what text should describe it?