OK I'm finally getting around (trying to) figure out the menu banks on
my D200. I'm not getting it though. There are two kinds of memory banks
(I had initially thought only one???):

*Shooting menu bank*  [camera icon menu]
 - folders
 - file naming
 - optimise image (sharpening, tone, color mode, saturation, hue)
 - color space
 - image quality
 - image size
 - jpeg compression
 - raw compression
 - white balance
 - long exposure NR
 - high ISO NR
 - ISO sensitivity
 - [image overlay & multiple exposure?]
 - interval timer (count, interval, start delay)
 - non-cpu lens data
 -
*Custom Setting menu bank*  [pencil icon menu]
 - Auto Focus
   - AF-C mode priority (FPS, FPS+AF, focus)
   - AF-S mode priority (focus, release)
 - Metering/Exposure
   - ISO auto  (off, on, max sensitivity, min shutter speed)
   - ISO step value (1/3, 1/2, 1)
   - EV step (1/3, 1/2, 1)
   - Exp Comp fine tune (1/3, 1/2, 1)
   - Exp Comp (on, off)
   - center weight diamerter
   - fine tune exposure
 - Timers/AE&AF lock
   - AE lock (on, off)
   - AE-L/AF-L
   - Auto meter shutoff time
   - Self timer wait
   - monitor off timer
 - Shooting Display
   - beep
   - grid display
   - viewfinder warning
   - grid display
   - exposure delay mode (MLU)
   - file no. sequence
   - LCD illumination
   - batteries
 - Bracketing/Flash
   - flash synch speed
   - flash shutter speed
   - built in flash (TTL, manual, repeating
   - modelling
   - auto bracket (AE & flash, AE only, WB bracketing)
   - manual mode bkting (flash/speed, flash/speed/aperture,
                         flash/aperture, flash only)
   - auto bracket order
   - auto bracket selection (manual, preset)
 - Controls
   - multi-selector center button function
   - multi-selector
   - multi-selector role in playback
   - FUNC button (flash value lock, flash value/lens data,
     1 step spd/apertur, same as AE-L/AF-L, flash off,
     bracketing burst, matrix metering, center weighted,
     spot metering, focus area frame)

Now, if I switch to Bank B for each of these, everything is back to
defaults, and any changes I made are saved to mode A... so what I want
is to save my defaults in A & B, and A gets constantly fiddled with, B
is reserved to reset all my defaults for normal shooting & I'm careful
not to change anything there, C, D & E I can set for situations like
night shooting or high ISO, or interval small image size, no RAW. But
it's a pain that I have to go through & change everything like 'optimise
image' etc for each Bank. And I may have to change both banks for
certain custom situations... and remember to set them back to A if I'm
planning to fiddle around.

What I'd like is press the func button & twirl the command dial to bring
up ABCD and as soon as I make a change, it becomes A~ (unsaved) on the
top LCD... if I want to save that, I have to manually save it otherwise
it is remembered when turning the camera off but I can still get to my
custom banks unmodified.

Then just to be clear, there are certain settings that cannot be stored,
which are fixed to manual knobs and dials:
AF mode
AE mode
Shooting mode - Single, ContinuousLow, ContinuousHigh, Timer & MirrorUP
Focus-mode - Single, Continuous, Manual

And some references from the manual:

*Shooting Menu Bank*
All shooting menu options are stored in one of four banks. Changes to
settings in one bank have no eff ect on the others. To store a
particular combination of frequently-used settings, select one of the
four banks (the default bank is bank A) and set the camera to these
settings. The new settings will be stored in the bank even when the
camera is turned off , and will be restored the next time the bank is
selected. Different combinations of settings can be stored in the other
banks, allowing the user to switch instantly from one combination to
another by selecting the appropriate bank from the bank menu. The
default names for the four shooting menu banks are A, B, C, and D. A
descriptive caption can be added using the Rename option.

*Custom Setting Bank*
Custom Settings are stored in one of four banks. Changes to settings in
one bank have no effect on the others. To store a particular combination
of frequently-used settings, select one of the four banks and set the
camera to these settings. The new settings will be stored in the bank
even when the camera is turned off , and will be restored the
next time the bank is selected. Diff erent combinations of settings can
be stored in the other banks, allowing the user to switch instantly from
one combination to another by selecting the appropriate bank from the
bank menu. The default names for the four Custom Settings banks are A,
B, C, and D. A descriptive caption can be added using the Rename option
as described in “The Shooting Menu: Shooting Menu Bank” ( 125).

Also some notes about resetting:

White Balance Presets
Changes to white balance presets apply to all shooting menu banks (
125). A confirmation dialog will be displayed if the user attempts to
change a white balance preset created in another shooting menu bank (no
warning is displayed for preset d-0).

Shooting Menu Banks
Changes to interval timer settings apply to all shooting menu banks
(125). If shooting menu settings are reset using the Menu Reset item in
the shooting menu ( 127), interval timer settings will be reset as follows:
• Start time: Now
• Interval: 00:01´:00˝
• Number of intervals: 1
• Number of shots: 1
• Start: Off

Two-Button Reset
...Only settings in the bank cur rent ly selected using the Shooting
Menu Bank option will be reset (125). Settings in the remaining banks
are unaffected.
Option Default
Image Quality JPEG Normal
Image Size Large
Option Default
White Balance Auto*
ISO Sensitivity 100
* Fine-tuning reset to 0.