Excel 2010 Advanced Filtering

The official excel (advanced) filtering doc is a step by step guide for some common cases, but does not explain well how it actually works.
The common case is not what i commonly need, so I lose time and patience looking this up.
So I'd better keep a good excel advanced filtering resource around in case I ever need this again.

Remark: every time you change your filter (or sorting) criteria, you have to point the advanced filter to the filtering criteria again. The only way to avoid this is to add a macro to your spreadsheet.