When the Filter Gallery was introduced back in Photoshop CS, it didn't make that big of a splash. Many people didn't even know it was there. At first, it was just this huge dialog that took up a lot of space. After I started using it, though, I realized how much time it saved me because now I didn't have to apply 10 different filters separately. Even better, I didn't have to guess how those 10 filters would look once applied. The Filter Gallery lets you build your multiple filter effects visually.
Open an image in Photoshop that you'd like to apply multiple filters to. Choose Filter>Sketch>Half tone Pattern. This will open the Filter Gallery dialog with your Halftone Pattern filter applied to the image. On the left is the preview of what your image will look like after the filter is applied. In the center is a list of all the filters that you can apply in this dialog, listed by category. On the top right are the settings for each filter and on the bottom right is where you'll see the effect layers for each filter you add here. When it comes to the actual filters, nothing has changedthey still have the same settings as they always had. But how you apply them is a lot easier now.
Click the small, right-facing triangle next to any category to expand it and see which filters are available under it. Click once on any other filter to see what it looks like. You'll see the preview change on the left to reflect what your image will look like with that filter, and you'll see the settings for that filter appear on the right side. Go back to Halftone Pattern for this example, though.
Okay, so that's all great but you probably already knew how to apply a filter in Photoshop. However, you can add (or just preview) another filter without ever closing this dialog. At the bottom right of the Filter Gallery dialog, click the New Effect Layer icon to add another filter effect layer. It will be a duplicate of whichever filter is already there.
To change the new effect layer to another filter, we're going to expand the Artistic category. Click on Neon Glow. This changes the effect to Neon Glow and displays the settings on the right. You'll also see the effects of adding this filter in the preview area on the left.
Repeat Step Three and Step Four to add as many filters as you'd like. If you want to hide a specific filter from the list to see what the overall image will look like, just click the Eye icon next to the filter effect layer.
You can also change the stacking order of the filters, which essentially changes the order in which they're applied, by clicking-and-dragging them up and down in the list just as you would a layer in the Layers palette.
If you want to delete an effect layer, just click once on it to select it and then click on the Trash icon at the bottom right of the dialog.