>Any suggestions on alternatives would be welcome. (Note that I want to use COPY TO, instead of SELECT, because of the current filter, if any -- which SELECT would ignore.)

Other way is to Build SELECT Command :o)))

Something like:

  m_select = "SELECT Field1"
  FOR EACH ....
      Your checks here to add desired fields
  NEXT
  SELECT YourMainTable
  cFilter = SET("Filter")
  IF .NOT. EMPTY(cFilter)
     m_select = m_select + " WHERE "+cFilter
  ENDIF
  m_select = m_select + " INTO ..."
  &cSelect

*** Update: I forgot FROM clause

  m_select = "SELECT Field1"
  FOR EACH ....
      Your checks here to add desired fields
  NEXT
  SELECT YourMainTable
  m_select = m_select + " FROM YourMaintable "
  cFilter = SET("Filter")
  IF .NOT. EMPTY(cFilter)
     m_select = m_select + " WHERE "+cFilter
  ENDIF
  m_select = m_select + " INTO ..."
  &cSelect