Efficient approach of selecting large amount of rows in an Excel file

One thing I do is press F5 (on Windows - brings up the "Go To" menu) and in the Reference section type the address of the range I want to select. For instance, to select the first 100,000 rows, type 1:100000 (or A1:D100000, etc.).

You can also do various things like hitting Shift+Space and Ctrl+Shift+Down assuming 100000 is the end and your range is contiguous, Ctrl+A to select the entire used range, etc.

I simply use the End key. Start with A1 selected. Hold down Shift, then press End and then →. Then (while still holding Shift) press End again and then ↓.

This should select everything in a very small number of key strokes. However if there are gaps in your data you may have to press End then ↓ until you have everything.