I have a feeling I should have known this for years and that this article will highlight an embarrassing gap in my Excel expertise, but just in case I’m not the only Excel user who hasn’t spotted this before, here goes:
Double-click on the edge of a selected cell to quickly move to the corresponding edge of your data area. Do it while holding down the shift key to select all the intervening cells.
If you prefer using the keyboard, the equivalent shortcuts are to hold down control and press one of the arrow keys to navigate, and to hold down both the control and shift keys and press an arrow key to select. Also, control+shift+spacebar selects the entire current region.