Thanks, I appreciate the kind comments.
I do intend on adding such a column, and potentially a way to add categories wit a 'Quick Edit'. I actually have a fairly good idea on how to most of that.
I also want to build a taxonomy page for media, where users can see a list of all the terms, and the number of media items associated with them, just like already exists with Posts and Pages.
However this might not happen for a little while, I am currently middle of developing several very large plugins for Sears Holdings.
When I get around to adding these features I will let you know via this thread
Thanks again for the praise, and for the suggestion - I've got a pretty goo track record of implementing requests.