Hi,
this is a good idea
you can develop this in a Dynpro, and then try do divide the Dynpro to many containers , or Docking containers as you wish, so let us to say we need
1. Selection-Screen : Selection crieteria, User name, date, ,Transaction, etc
2. container 1 has ALV to display St22 with SLG1 ( you can create a structure and add the needed fields, Not all field, just which is important )
3. container 2 has ALV to display SM04 with another transacion etc.
4. and others transactions ...
you have to select from tables, etc, just start it , and if you need a help, let us to know when you face any problem ,
P.S: it is a good idea to develop like this trace in one transaction , Good luck 
My experience in this field, I have done both St22 and SLG1 in one transaction and it works without any problem, I wanted to add more transactions but I did not have time.
Regards
Ibrahim