GMail's filters are brilliant, but why can't they apply more than one label or forward to multiple email addresses?

Using filters and labels has made GMail my tool of choice for productivity, but I'm finding it a pain to have to create multiple filters to add multiple labels or to forward emails to multiple recipients.

While I can set up a mailing list in my Google Apps management console that lets me get around the multiple email address limitation, I don't have any other workaround for assigning multiple labels.

[ + Add another Label ] would be a great button to see!