I go even further and separate them by their function: Loomer has mentioned on Area S that he separates the units by their speed and makes four groups, one for the fast Cavalry, one for Infantry and Archer units, one for slow infantry and one for Siege Engines.
You may think that nine groups are more than you need, but in fact it is not too much. If you press ALT plus the number key, the view will even be centered on that group. To select a group, just press the corresponding number key. You can always deselect a unit from a group by pressing SHIFT and clicking at the unit. If you want to switch back to this group later, you simply have to press the group number. You assign the group to a certain number by pressing CTRL and a number key (1 to 9). You can combine units into a group by pressing SHIFT and dragging the mouse over them.
