Whether you want to change stages, update assignee, or delete leads/processes/properties, you don't have to select each item one by one. By using bulk actions, you can select 100 at a time.
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If you want to select less than 100 leads/processes/properties at a time, you can do this by using the click + shift technique!
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Go to the list of leads, processes or properties you're wanting to select. Click on the item at the top of the list.

Then scroll down further in the list to your desired stopping place. Hold down the shift key, then click on an item, and all the leads/processes/properties in between your first click and your final click will be selected!

Now you can update your selected leads/processes/properties (for more on what you can do in bulk, check out this article).