I've got a project where I need to engrave outlines (.svg import) and there's far too many separate entities for me to select them all. It seems very odd that there would be no way to either select a whole sketch for the tracing operation or marquee around the contours you wish to have traced, especially since this functionality is part of every CAD operation already.
I've turned to Inkscape and a plugin written by one guy to turn vectors into gcode; which is hardly ideal.