Right now we can set custom filters, including with custom fields, for deals, contacts and orgs.
But, this isn't the case with leads yet... The only way to filter is based on labels, and a few other predefined options.
It would be great if we were able to filter by other fields. For example, we have a field reflecting lead quality, and it would be useful when planning sales activities to see only leads that are reflective of a certain quality.