Select a unit in a stack. Hit J. Click on the tile you want them to move to and all the units of the same type as the selected unit will move together. Watch out if they have different numbers of moves left, though, as they will all move towards the destination as fast as they can, but those with less moves available could get left behind, splitting your stack.
I'm told that the same sequence using Shift-J [thanks for the correction Dojo] moves the whole stack regardless of unit type, but I don't think I've ever tried.