I'm looking to find a way of exporting all that is visible in the map view window to a dxf file. That is to say, multiple features from multiple layers, all at once. Can this be done?
See Mapperz answer above. So what i would do is to select and save each area which you wish to be converted into a dxf seperately. Do this by using the select tool.
Once you have selected the area right click on the layer and select save selection as.
As i said i would recommend creating an entire new directory (folder) with all your selected data in.
Then once you have all saved out, go to vecto - data management tools - merge shapefiles to one. Select the directory, decide if they are polygons, polylines or points. and save new file.
Open this new file in Grass and export as dxf via Grass. Note that you will have to unsupress file extensions and give the file a .dxf extension in order for it to work.
See my answer on this question for a walkthrough on how to do it.