Misha is right on this... In PS 6&7 you have adjustment layers. These can be found under the layer menu as New Adjustment Layer. Basically, these are the same filters as you would find under Edit/Adjust. The difference is that they create there own layer which applies the effect to the layer below without duplicating the layer.

Many traditional camera filters can be simulated this way, and by adding several of these layers you can mix and match to get the effect you are after. The other beauty of using adjustment layers is that they remain editable until you flatten the image. For example, if you had two adjustment layers (one for Curves and one for Hue/Saturation) you can go back and forth between them to tweak their properties until you have the end result you are after.

You can also use these adjustment layers on individual channels. Subsequently they are very useful, and are worth taking the time to really learn. I can honestly say that I have been using this technique for a long time now, and I am not sure what I would do without it.

One last thing... If you come across a combination that you really like, and/or is really useful, you can always record it as an action and save it for later use.