Alone

Holding down the Alt key while clicking will cycle through each object under the mouse cursor position. If the cycling doesn't work, your window manager may be stealing the Alt key

In a stack

Set the mouse pointer above items that are stacked on top of each other and use Alt+mouse wheel scroll to cycle through all of them and Shift+Alt+mouse wheel scroll to add it to the existing selection

In a group

In a group, Ctrl+click that object

Mouse

• Shift: Add to the selection / Suppress from the selection

Rubberband

Rubberband: Within the Selector tool, the mouse creates a rubberband when dragging :

• from an empty space;
• from an non-empty space with Shift (without Shift, you will move the object)

In a stack

Use Alt+mouse wheel scroll to cycle through all items that are stacked on top of each other at the location of the mouse pointer and Shift+Alt+mouse wheel scroll to add to the existing selection an object that may be in another z-order

In Group

Shift+Ctrl+click several objects (inside or outside any groups) for multiple selection regardless of grouping.

Command

Edit > … or Control Bar

Selection Set

Selection set (Object > Selection Set), create one and use the + to add an obejct to the set