Make a macro that hits select then down 17 (or is it 16? I think its 17) times, then set your macro repeat rate to 1. This lets you select 1 whole page on the "Bring items to depot" screen with a single keypress and happens nigh-instantly.
...Looking for my own version of that... Aha! Found it!
[BIND:MACRO0]
[SYM:']
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
[MACRO:SELECT:1]
[MACRO:STANDARDSCROLL_DOWN:1]
Simply add the contents of that spoiler to the end of dwarffortressfolder/init/interface.txt, and then you'll be able to hit ' in menus to select many things with one keypress. With the MACRO_MS setting in the init file proper at something low (mine's at 1), it happens nigh-instantly, too.
Good gods was I pleased when I saw someone suggest such a thing. It's sooooo much faster and easier than the vanilla alternative.
Edit: Oh, I think you do need one of the 40d# versions for ingame macros to work... d16 is stable, and is what I use, so I know that macro functions in it.