I have created 17 categories, and I can show/select them all in the Category page, and the drop-down menu item in the header.
However, the Categories widget in the sidebar only has the limited facility for an ordered list, so if you have a lot of Categories its going to make a very long page indeed.
It would be far better if the categories widget had a tabbed list or even if there were Category shortcodes we could use in a tabbed widget.
I was going to suggest also a drop-down, maybe with a hierarchy, would be better to list all the categories, but that kinda defeats the purpose of making them obvious and available.
I know the list is always growing, but could you add this? And if anyone else thinks its a good idea, maybe I could hear a +1 or two.