Rally points:
Select city. [Shift+RightClick] a tile to set it as a rally point for units produced by that city. [Shift+RightClick] on the city itself to erase the rally point.
Select all cities:
[Ctrl+LeftClick] any city. Now you can build the same unit in each, or set their rally points to the same tile all at once.
Example:
Gearing up for war, [Ctrl+LeftClick] on a city, [Shift+RightClick] on a convenient, easy-to-defend border tile, and watch as all your units form up for the big win! (Watch out for siege units though.)
In the build list:
[Alt+Click] unit = build the unit repeatedly (until changed).
[Shift+Click] anything = put unit/building in queue to be built. Will start automatically when thing before it is done, with no prompt.