There isn't a way to dynamically set a control group of the same unit so every time a unit of that type is created it is automatically added to that control group, is there?
Well for zerg when you're mass macroing an army, once you've selected all the larvae and held down Z to turn them all to zerglings, you can just Shift+<Army group> to add them all to the main control group while you still have the eggs selected.
Not ideal if you're making overlords & drones in the mix, but I guess you can always make those first, and then redo the <hatchery group> -> S to select all the larvae you want to make into army.
Damn, that's where I fumble around the most, regrouping my army. I was thinking of it in terms of Terran.
Edit: oh I misread because of the zerg example used. Like Iguant35 says, pretty much just shift+# to add them as soon as they come out of the building.
I also make heavy use of rally points so I know where my army has been building up to easily grab and shift+#, or I rally them towards the enemy base if I'm attacking. Then I select and shift+# when they get near.