Hannes,
Unfortunately at this moment this can not be done. Recordset filters would have to be stored in the database per user and this can be done of course from the programming standpoint, but we don't have resources for it at this moment.
For companies we have Account Manager - when you install it and assign an employee to the company/companies - this will be the default view: a user will see his/her companies in the default view.
Another quick fix for it: a user marks contacts or companies as favorites and then select this filter as default.