>I've looked and can't find the command/keystrokes for saving all of the SET commands to a file so I can restore them later. I thought there was one, or am I mistaken? Anybody know what it is?

Try this:

Go to Tools menu, and select Options. Hold down the shift key. Click the OK button in the Options dialog. The current SET commands configurable in the Options dialog are echoed to the Command window. Some non-SET command settings are echoed as well, these are registry only settings and will be prefaced with &&.

You can cull the SET commands from this output, that should give you most of what you need.