Currently rules need to be created manually from the "Rules" settings.
My suggestion is to add a way to create rules based on the current search, filters or even an e-mail.
This would be similar to Gmail "Filter messages like this" function described here:
Additionally, rules only kicks in for new incoming messages. A powerful feature would be to have rules applied to previous conversations too, so if we want to search for all invoices a supplier has sent us and add a label to all of them we can do that in a snap.