When creating a segment within the Data Warehouse module it would be helpful to preview the segment size before sending of the report for processing.
I suggest the "test segment button" to be placed to the left of dialogs exit choices (Save, Clear, Cancel).
I can't tell you the number of times I've sent a Data Warehouse request only to have it later change status to "Complete" with no report in sight. It's usually because we've segmented down to something that didn't have any data in it, but it takes a while to figure that out.
Some kind of pre-request test or label would be really helpful.