elevator pitch + linear exploration

One question about using step() in R:  it kept every single term in a big expression like poly(a,4) * poly(b,4) rather than only picking out the most important terms in there.  Is there a way to have R (or Python) pick the best terms within that big expression?

Also, as a FYI, I deleted all of the tree commands I was using to predict the residuals from my linear models to figure out what variables to add to my (admittedly exceedingly large) linear regression.
This sounds good! You'll likely want to try more than one approach - hard to know in advance that boosted trees will be the only thing worth looking at. Do you have data gathered yet?