Hi Michelle,
In case no one's mentioned it yet, Zac Panepucci has contributed a grepset.py script which, after being run, allows you to type "grepset xxxxx" to see all settings (and their values) associated with whatever xxxxx is. It's not directly integrated into the pymol distribution but pretty tidily achieves what you describe. More info and the script itself is on the wiki:
Seth (on behalf of Zac and his useful scripts)