Jira provides an advanced search option where users can create a search query using the Jira Query Language (JQL). JQL has some similarities to SQL in its syntax. Once you have a search query that you like, you can save it up as a filter.
Here are some Jira search queries I found to be useful:
reporter = currentUser() ORDER BY created DESC
issuekey in issueHistory() ORDER BY lastViewed DESC
issuekey in issueHistory() ORDER BY updated DESC
"epic link" = FOOBAR-1422
"epic link" = FOOBAR-1422 OR "epic link" = FOOBAR-2344
reporter = currentUser() ORDER BY status ASC, priority DESC, created DESC
The above query for example sorts by ascending order of status, descending order of priority and descending order of creation date.
The Advanced Searching page of JIRA documentation describes how to search and at the bottom has links to reference pages on fields, operators, keywords and functions. These references are what I check to create my queries.