i think the best way is:
- select all items
- go to the render panel
- switch to "render: selected media items"
- on the name file field set the wildcard "$trackname" if you want the file name saved as the track name, or all the other wildcards you need
- flag "tracks with only mono media items to mono files" (for future use with mono files)
- select your fav format for the output files (stereo output will be overwritten if the file is mono, as we said with the above flag)
- save this setting as a all setting preset and name it "export_items_with_fx" (or something better, i've never been good to create names
)
- choose your destination folder
- render
of course, if you want them in your session after the render, just flag that line in the render panel