Have cursor default to Search cell in Filters.
Using Filters is a two step process. Click on the Filter dropdown arrow and then selecting the type of filter desired, i.e. Search or Custom. I find that a vast majority of my filter needs use just the search function so having the cursor default to the search cell would allow me to click just once prior to typing the search criteria's vs. twice. Users desiring to use the other filter features would still by required to click a second time for their desired function and since this is no different from the current number of clicks, no harm, no foul.
Zack. Thank you. I will start using that right away. However, filters are ubiquitous and everybody (have to) use them. Keyboard shortcuts, on the other hand, are used by relatively few (except ctrl+c and ctrl+v). Mark's idea is for the masses. Next time they would not even notice this had been added but just use it.
Zack Barresse commented
Once the filter drop-down is activated, hit the E key to put your cursor in the search bar. :)
Check out Jon Acampora's blog post on it: http://www.excelcampus.com/keyboard-shortcuts/filter-dropdown-menu-shortcuts/