This is available over at stackexchange.com under "Filtered Questions" but seems weird for someone who's only using Stack Overflow. Some links from the 'User Name' drop down (the one in header up top) would be helpful.
There used to be a link to tag subscriptions on the sidebar, but it looks like it's been removed at some point and even when it existed, it still sent me to stackexchange.com.
So, to reiterate, it would be nice to have a link to this somewhere from my profile/settings. It seems less than ideal (UX-wise) to force folks over to Stack Exchange to define a filter, since many folks only interact with Stack Overflow.