|I've never been able to do it in any version and it basically sucks.|
There's not much worse that selecting a large number of non-adjacent cells and then accidentally selecting one that you don't want.
All you can do is start all over again.
Oh wait...I've got a worse one. I have a database application that displays a list of over 26,000 items upon opening.
F8 opens a search window. After you enter the code or name for the item you want and hit enter, it highlights your choice in the main list. You then hit F8 again to search for, and highlight, the next item. Sometimes we need to highlight 20 - 30 items, one at a time via F8.
Very close to F8 is F9. F9 selects every item in the 26,000 line database.
So you're tooling along - F8, code, Enter, F8, code, Enter, F8, code, Enter - maybe 20, 30 times. Then you accidentally hit F9 and every single item gets highlighted.
There is no Ctrl-z. You have to start all over again. F8, code, Enter, F8, code, Enter, F8, code, Enter
We've begun to recognize the groans from the other offices when someone else makes the same mistake.