Bluegrassrivals

You can quickly select multiple items at once by clicking on an empty space and dragging your mouse over all of the items that you want to select.

If you need to select many items out of a large mass of files, where 'dragging' (explained above) would get you many items you don't want, you can also hold 'Cntrl' down and click on everything you do want.

This is what I use.