One of my favorite (but not very discoverable) tricks is using the Cmd (Mac) or Alt key (Windows/Linux) with the filter widgets in the filter panel.
Normally when you click one of the options in a filter widget, the page will refresh as it runs the query. If you need to check multiple options, that can lead to multiple page reloads as you check each option.
Instead, if you hold the Cmd/Alt key as you check boxes, the query will not fire until you release the key. This way you can check everything and run a single query.