Filters run manually, on incoming mail, or when entering a folder. Might be good to have filters for *outgoing* mail.
Do you have examples of what do you want to achieve?
Obviously, incoming mail is the greater need. Outgoing filtering is useful for selectively filing sent messages, collecting email addresses after send (but no receive), disabling reminders to send mail, etc. Does this make sense? It isn't a top priority, but it can be handy.
You can set up Processing rules on your Sent folder.
That is true. . . . Though I used Pre-processing rules (based on Sender) rather than having to rely on entering the Sent folder. There is rarely a need to enter the Sent folder since messages that might be needed would have been moved. Aged messages in the sent folder get deleted whenever another folder is clicked on. It's a convenient way to frequently execute filters. Like a sort of irregular cron. :-) The difficulty with Pre-Processing rules is when there are multiple Sender addresses. I haven't yet tested combining both and's and or's in a single condition - with and's taking priority over or's. (Perhaps you could tell me if it would work?) Either way is great. Editing matcherrc directly makes it easy to duplicate filters for each of the Sender addresses.