My best method, so far, for doing this with a certain kind of filter, specifically, for filtering on a set of "From" email addresses (e.g., newsletters, mailing lists, retail sales ads like LLBean or Target):
1. Create a new Address Book in Postbox and name it, e.g., "Mailing Lists".
2. In the Address Book window, select the AB you just created, and then click "New List". Name the list if you wish to the same thing as the address book.
3. Double-click the list, and a window will open into which you can type (or paste) email addresses that you want to filter on for this group.
4. Either open your Inbox or Archive folder and individually select a message whose sender you want to filter. Right click on the sender's name in the preview panel, and click on "Copy email" toward the bottom.
5. Paste the copied email address into the address book list; type Return to go to the next line.
6. Repeat steps 4 and 5 for as many different addresses as you wish to add to this filter.
7. When done, close the Address Book window; open the Message Filters window from the Tools menu.
8. Select a mail account (from the popup menu) whose messages you want to filter.
9. Create a new filter; criteria set to From is in my address book <name of the address book containing the list you just created>.
10. Set whatever actions you want to take, such as applying a topic (tag) or moving to a folder, marking read, or deleting. Close the filter.
11. If you want, click the button to apply the filter to the Inbox (or other folder, select from the popup).
12. Repeat steps 8 through 11 for each mail account whose messages you want to filter.
It still seems like way more work than it ought to be. And this only works for filtering on a group of email addresses, not on other fields like subject, etc.