There are much faster ways to select a dataset than using the mouse and dragging the cursor, especially in a spreadsheet that could contain hundreds of thousands of rows or columns. Click in the first cell you want to select and hold down Ctrl+Shift, then hit either the down arrow to get all the data in the column below, up arrow to get all the data above, or left or right arrow to get everything in the row (to the left or right, of course). Combine the directions, and you can get a whole column as well as everything in the rows on the left or right. It’ll only select cells with data (even invisible data).
If you use Ctrl+Shift+End, the cursor will jump to the lowest right-hand cell with data, selecting everything in between, even blank cells. So if the cursor is in the upper-left cell (A1), that’s everything.
Ctrl+Shift+* (the asterisk) might be faster, as it will select the whole contiguous data set of a cell, but will stop at cells that are blank.