Yeah .... I wanted to add a button to save custom render modes but never found the time to do it. Right now it does save render modes when you quit, until you go and press '4' or something like that again.

I've made a nice little script to do this: http://starcatcher.us/scripts/#81

hold shift+# for 1.5 seconds and it will save your current render mode settings. Then you can just press shift+# and it will load that setting.

It uses the script manager api, which saves it next to the other script manager settings in scripts/autorunsettings.txt. This means it actually does require the script manager to work.