I know: we should have done this LOOOOONG ago. But now it's there, and will help a lot when you have a big number of products!
On top of the
PRODUCT OPTIONS => Configure Products page there's now a filter text area.
Filling it and searching, all the matching products/categories will be returned, with links to go to config pages.
A life saver when you have million products and you don't remember immediately where it was located!
Enjoy!