Check out the Orc and Human Hot Keys.

Follow
You can tell a unit to follow another unit by selecting a unit, then right clicking on the unit that you want it to follow. You can then tell another unit to follow the unit that was told to follow the first unit. (Still with me?). You can then daisy chain a group of units, telling each unit to follow another one, until you have a long group following one unit. Then you need only to control the main leader of the line to direct the strung out targets to their destination. This can allow you to control over 9 units (the selection limit) at one time.

If you want to have fun you can tell the first unit in the conga line to follow the unit at the at the rear of the line, making them travel in circles. You can get units to travel in circles around objects such as buildings, lakes, and high ground. Although this may not hurt the enemy directly, they certainly may die of laughter. Following is useful in scouting. This is especially the case when you want to follow a unit you cannot attack. For example, if you have a Flying Machine and you see an Ogre or Battleship you want to follow, you can order the Flying Machine to follow them by right-clicking on them. This is the reason troops stop following:

the unit being followed does *anything* other than move, then all units following immediately stop.

When moving a number of units through a tight area, you will notice the rear units will never move. The computer assumes the middle units are never going to move and gives up because there is no route. Click on the destination until the rear units start moving, and they will as soon as the middle units move.

The computer doesn't count moving units as obstacles (unless next to them). A unit will remain stopped looking for a route for about two seconds before giving up and remaining stationary.

Selecting Units
Double-Clicking on a unit will select the closest units of the same type that are on the screen (up to 9.) You can also do the same thing by holding down the Control key and left-clicking on a unit.

Sometimes when you group-select a bunch of different unit types you'll want to add or remove units from the group. For example, if you've selected a group of Grunts, Ogres and Peons, you might want to send the combat units off to fight, and send the Peons off to work. In the group selection portrait window, hold down Control and select the Portrait of the unit you want to single out. This will select a group of those types of units. Sometimes this is faster and easier than double clicking or control clicking individual units on the main screen, especially while they are moving and/or battles are going on.

Hold down Shift and select units you want to be removed from your current selection group. This is useful when an unwanted unit gets caught up in your selection such as Peon or Flying Machine.

Space Bar
Whenever you hear a unit transmission, such as "We're under attack!", "Building complete", "Work complete" etc. press the Space Bar to center the screen on the location of the last transmission. Keep hitting the space bar and it will to back in time through the past 8 transmissions. If more than a second goes by, it defaults back to the most recent transmission. You can use this to quickly return to a recently completed unit to give it orders, to give a Peon new orders after a building is complete or to quickly respond to a battle.

Control Groups
You can assign a building or a group of up to 9 units to a single key. To do this, select what you want to assign, then hold down Control and select a number on the keyboard between 0-9. Then, when you want to select what you assigned, simply press the number of the group that you want. Pressing a group number twice will center the screen on the group.

Careful use of control groups can be vital to building up your forces during the heat of battle, and being able to rapidly respond to unexpected attacks.

By assigning a control group to your Town Hall you can quickly center on your town by pressing the group key twice. It also allows you to quickly select the building and begin training a new Peon. For example, if you have a Town Hall set to group 1, you can press 1 then P to train a new Peon without pulling your attention away from whatever you're currently doing. You can also use space bar to do this hitting space bar when you hear that a unit is complete. That method although not as fast can work when you've not taken the time to assign control #s.

You can also use control groups to assign groups of specific units that you want to find and control easily, such as groups of Mages you want to devote to casting spells or Flying Machines to scout. Use it on spell casters so they will be easier to find.