Use the Name Box already on the screen
An even easier way than using the F5 GoTo box is to use the Name Box that is
already on the screen. Put the cursor in the cell where the range begins
(or just click in the name box and type in the range to go to it). Then,
type in the last cell of the range, hold the Shift key, and hit Enter.
Excel will select the entire range without having to open another box.
I like Wlodeek's idea even better! That's something I had not thought of.