Best way to use leads

Best way to use leads

How are others using Leads? I have all of my leads imported and would like to track when I send mailers, which campaign I am using, next time I need to follow up, etc.  These are all companies that have not shown interest in our service yet, so I hestitate to call them a Potential yet. 
 
But it seems I have no way to mass update, and any custom fields I add are not available for filtering in reports or exports.  How should I be using leads? How do others handle what I want to do?