When filtering large data-sets, it can become a big headache when using quick-filters. The reason for this is that the quick filter fires a SELECT DISTINCT on the column you are filtering on, which can take some time with larger data-sets and slower database systems!
To make your quick-filters 'quicker' I will try to compile a list of hints:-
Anybody wants to add or correct those points?
4. Don't filter or quick filter on a calculated field - try to use a native database field instead. Selects will be way faster even if the native field is not indexed.
In some cases you may not have a choice however, please see the following post, any advice welcome: