Push Settings, Reports, and Objects from Sandbox to Live Env

I often need to check if a structural change I make to a report, portfolio, list of settings, whatever, will work first by making the change in the sandbox. It would be great if Sandbox could act more like a development server and the changes, once accepted could be pushed to the live environment.

I know this is asking for a unicorn, but I figure it was worth posting anyhow.