How can I save what filters a user wants when viewing a view? I don't know if this is possible but, I would like to allow my users to be able to filter out what content they would like to show up in a view so that every time they return to that view, their preferences are saved. 

I no how to allow my users to filter content in a view but I'm having trouble saving it. I'm trying to allow my users to control their own news feeds.

I've tried looking around for a module to do this and I've been playing around with views for a while but I can't seem to hack something thing that does what I outlined. Any help would be appreciated. Thanks.
If your view is using exposed filters, there is a "Remember search" option in the View configuration. This stores the search parameters in the session, and should give you the expected effect. Admittedly, I'm thinking of Views 2, and I just assume the setting is available in Views 3 as well.