Eagle: Selecting a group by signal name?
While it doesn't allow you to group an entire net by name, you can use the group tool and mouse to click to select all connected segments of a wire which will certainly speed up selecting a net.

Simply click on the group tool, and then Ctrl+Shift+Left Click on a wire. This will add all connected sections of a wire to the group. If you only want to add the selected section of a wire, or component (etc.) then you can use Ctrl+Left Click to add just the segment you clicked on to the current group.

As with most mouse based actions in Eagle, if you don't see the whole wire highlighted after the first click, check the bottom left corner of the window to see if it is asking you whether this is the right wire - if there is any ambiguity Eagle won't immediately apply the action, but rather allow you to right click to select the next possible wire, or left click to accept the current one.

You can do this for multiple wires in the same group. Simply follow the same mouse action on the next wire and it will add all connected segments to the current group.

To clear the current selection (to start a new group), enter the command group ;. Then you can start again with the group tool.