So, the only way to get the name of a visual seems to be to go to the visual->by name menu and hold down the down arrow.

I just press the "Visual" button on the remote and cycle through all the visuals, and I can see their names as I switch them. I don't see what the problem is?

As I understand so far, there is no way to use the auto-change visual function on only the favorites.

Yes, auto-change visuals will on only the favorites if you want. If you activate favorite visuals mode, then the auto-change switches among the favorites. If you deactivate favorite visuals mode, then the auto-change works among all visuals. Again, I don't see what the problem is, it all works fine for me?

I guess a feature request would be a way to directly add a visual to favorites when the visual is playing (i.e. hold a key down for a while). This way, I can add one when I see something I like.

This would require setting the disk drive to read-write in the car (favorites are stored on the hard disk, not in flash RAM), so that can't happen.

Generally, the names of the visuals are unique enough so that you can remember them when you see them. After a couple of passes through the list, you should be able to get a basic idea of what they all look like, and then when you go into the Favorites menu you will see their names. Again, I don't see any problem with this, it seems to work fine for everyone else.