This is one of those tips that was always there, but you probably never knew it was possible.  It's also incredibly elegant in it's simplicity.  The tip you ask? The next time that you use the Fillet command, type C for a crossing option at the "select first object" prompt.  Use the crossing window to select the two objects that you want to fillet.  Tada.
Unfortunately you can't use this trick with Chamfer.