It would be nice to have a toolbar for Columns UI that contains a drop-down box to select DSP presets. The advantage over the preset selector in the preferences window would be that the current setting is always visible.

Nice to have, but: Has already been asked, also the possibility to access preset slots via internal commands (so you can access them via keyboard shortcuts or command line).

AFAIK this is not possible with the current SDK.

But currently you can use foo_menu_addons, this will give you the command "playback - dsp - settings", so the fastest way is to access the dsp page with a key press or columns ui button or whatever.