I don't know about you, but I can't stand it when I have to click 1,2,3,4,5,6,etc on the bottom, to find the page I want. Showing only 15 pages on the admin menu is a bit limiting on making admin work fast and easy.
Edit the file post.php
file located in /wp-admin/includes
folder and replacing number 15 with something higher, like 50, 75 or 100. I wouldn't do too many, but something like 65 would quadruple the amount per page (and reduce number of pages of pages by 75%),
In WordPress 2.8 (maybe other versions too, earlier and later), the line of code should look like this after you changed 15 to 65.
$posts_per_page = get_user_option('edit_per_page');
if ( empty($posts_per_page) )
$posts_per_page = 65;
$posts_per_page = apply_filters('edit_posts_per_page', $posts_per_page);
return array($post_stati, $avail_post_stati);
Saw this at http://wordpress.org/support/topic/228285
... although what was written there was a bit messy and not completely correct.
---- and it doesn't work on one of my sites, either.