Along with Pick select and Marquee select adding a Cross Select (any oblect that touches the Marquee will be selected. Other programs I use has this function and is quite useful.
This selection mode is available through the Alt keyboard shortcut. Press and hold the Alt key while selecting (works with both the simple Pick tool and the Freehand pick tool) to select everything that touches the selection frame - as stated in the hint for Selection tools in the status bar (see attached screenshot).