I like to add new categories just in the dropdown filter box, just like gmail's tags. You press the dropdown and what to add a new category, so instead of open the preferences, just click in "add new" in the dropdown box and add a new one.
Additionally, I think it were be good if the categories was the same for contacts, notes and tasks. Or maybe add a tag feature to organize them all.
See https://sourceforge.net/p/osmo-pim/feature-requests/89/