Shift does work, but it causes a bug where the cursor drags slowly while you're holding it, pretty annoying.
There's also no way to select all that I can see, which makes moving units out of cities a pain, since the V eject key seems to eject them on a random square, which on a big city can be really annoying.
I'd prefer to have shift-click let you select from select to clicked, and ctrl select/deselect one at a time, but anything would be an improvement over the way it is now.
