I really like the filters system, but one disadvantage that I'm finding at the moment is that the lists seem overwhelmed by the more popular sites in the network, to the point where I can't find any questions on the first 10+ pages of any sort order of 'My Sites' (I'm a member of 6 at the moment) that aren't from Stack Overflow or Super User.
I think a mechanism to bias the results against site popularity/activity could be really useful.
Possibly even something really strict and simple, e.g. in the top 30 questions for a given sort order, it selects the top 30/N for each Stack Exchange site (where N is number of sites in the filter), and shows them together in a list.
When the next page is viewed, you would get the next 30/N from each, so in terms of their absolute values in the sort order it would be getting out of sync. This hopefully wouldn't matter because it'd be more for the purpose of an overview, instead of 'I need to know the 30th-60th most recent questions asked on the network'.
Introducting tag-level activity normalising might also be helpful, but I think site-level might have a better cost/benefit.
I'm not suggesting totally separating questions from each site in filters, as I like the mix-up, but just a way to bubble up content from less active sites, so you can see questions from all the sites under the filter without having to really dig to find some diversity.