1) Near-omnipresent "s-menu". When you go to select things for hauling to the depot, there's an "s-elect" menu option that allows you to type part of a name. So "s-sock" filters the list of everything to show just socks. There are a whole lot more places where that exact same sort of filter would be useful. In the trade menu itself, you could select all the giant eagle leather in one fell swoop. The construction menu, and several other places where you get a list of choices would be handy. (Especially if there's a standard shorthand for for different quality. "1bed" meaning "Only show beds of standard quality on my list" or any other pattern that makes sense.)
2) On Stockpiles: allow "Item is melt designated" in a similar fashion to 'usable' and 'unusable' for armor/weapons/etc. Or otherwise allow some sort of "Smelter" stockpile.
3) During trading: Allow "Mark all non-bins for trading" and "Buy out caravan". Macros may improve this, but marking ever single item in a "We love you, we brought a ridiculous pile of crap" caravan is excruciating. As is selecting enough socks to ensure a 50,000 coin profit just just make -sure- they love you. (Even if they do run into goblins. Frequently.)