The recent Zendesk update allowing the inclusion of multiple user segments to an article is a welcome improvement! However, here is a list of additional enhancements that would greatly improve working with user segments:

Search functionality for user segments. Instead of scrolling through pages while trying to locate a user segment, why not have a search field that allows users to search for a specific user segment?
Exclusion rules. Why isn't it possible to exclude a user segment from a larger group? For instance, “Signed-in users except [user segment]”.
The ability to build a user segment using another user segment.
Return to the correct page after edit/or cancel. After editing or canceling a user segment, you are redirected back to page 1 of the User Segment list. A edit submission or cancel should take you back to the page/record from which you came.
Delete and replace. We could use the option when deleting a user segment to replace it with another user segment (to avoid continuity issues). We shouldn't have to visit every article to swap out user segments when one is deleted.