The first and most important way to improve your micro is to use good unit groups. I’ve written about this before in Hotkey for Success.

There are two basic points I think about in my group design:
1. I want to be able to move my whole army in few actions
2. I want easy access to invididual unit types

With these two basics in mind, you can make your groups. More points to consider:
3. Units that attack together should be in the same group. e.g., footmen and breakers
4. Units that do not move together should not be in the same group. e.g., usually ground and air

It’s usually not possible to perfectly achieve all 4 points and the balance between them is up to you.

The benefits of point 1 should be obvious, but it is difficult to achieve with a maximum group size of 12 units. To help with this I have some groups follow (right click on a hero/unit to follow it) my hero, such as priests, tanks, mortars. This works for basic army movement but in combat it is inadequate.

A lot has already been said in the “Hotkey for Success” post so I won’t repeat it here.