something useful would be to be able to apply the same effect on all the videos of the same Track or to be able to select the ones we want to apply an effect on.

This is already possible in current Kdenlive svn and probably with 0.5, not sure:

To apply a new effect select all the clips that should have the effect (ctrl + click). Then, in the "Effect List" tab, double click on the wanted effect.

You can also copy an existing effect (select the clip with the effect and do Ctrl + c), then select all clips that should have that same effect, right click and choose Paste->Paste Effects.

regards