Here’s a shortcut that speeds up selecting contiguous data.

ShortCut:
Control + Shift + ArrowKey

For instance, you want to select every cell in Column A that has data in it, and assuming there are no empty cells in the column:

1. Click the first Cell (A1) in Column A to make it active.
2. Hold Control, Hold Shift, and click the Down Arrow

It will select all your data in Column A and even quits your selection where the data ends.