This is just one example:
http://farm3.staticflickr.com/2362/1800773495_d1f776e335.jpg
Many (most?) vector-drawing applications let you select only the items that are fully enclosed by a selection rectangle. So if you wanted to select only the circles in that image, you'd need only to draw a selection rectangle around them.
Illustrator gives you no way to do this. Every shape that comes into contact with the selection rectangle (or even the path of the lasso tool) is selected. You can fire up Windows and do the whole thing in Corel Draw in the time you'll waste tediously clicking on everything in Illustrator.