How can I select all pixels in group, or in many layers in one click (or two)?

If I had to do it manually, I would Alt click the Group's eye icon to turn all other layers off.

I'd create a new layer below the group in the stack, and fill with a bright colour, like red.

Then use Select > Colour Range, with Fuzyness set to zero, and invert the selection.

But Stephen's script is a much more elegant solution.

Not sure what are you asking exactly, for many selection tools you have All Layers option in the Options bar.

Two scripts for this here:

and how to select all pixels in all selected layers