Hello everyone! Me and my friend released a script for greasemonkey, which allow organize Your wishlist via categories/tags/genres (as you want) =)
How it works:

• Go to Your Wishlist page.
• Add category/tag in the input field.
• Open category and click "Add games".
• Select games you want.
• Click "Add selected games".
• Enjoy!
  Little tip: You can drag and drop games, when category contains as minimum one element