Ctrl + A and Ctrl + * are common ways to select the data.
The key difference in using Ctrl+A and Ctrl+ * is that in Ctrl+A you are thrown to the last corner of the dataset where as in Ctrl+ * you stay where you are.
I have found that in-spite of this arrogance of Ctrl+A, it is more widely used, probably because of the proximity of keys.
Suppose on huge database you use Ctrl+A and want to come back to original cell, Ctrl+[.] (Ctrl plus period) shortcut comes to your rescue. pressing it repeatedly takes you to the corners of the selected data. It helps you make sure that all the data is selected. Very nifty shortcut, I use it often.