How can I delete an address (private key) in the list of received Bitcoins? For every transaction I wanted to get, I was creating a new address, but soon I realized that there is just no way to delete all these addresses from the UI.

To make it clear, here is a picture:

I am using Bitcoin-Qt

Is there an easy way to delete all these addresses?
I don't think it's possible to delete addresses from just the UI.

You can delete addresses completely using Pywallet. However, unless you back up the key first, this means that you will not have access to any coins sent to these addresses (either future coins or existing coins which have not moved elsewhere).

The many addresses will be more manageable if you label them. You can even simply label each as "Z" to put them at the end of the list when sorted by label.