The fastest way to select all army units except Observer?

Solution 1:

• F2 to select army (+ observers)
• Shift click on your observer(s)
• Control + 1 To put all army (-observers on control group 1)
• Use 1 to select army

Add to your army by selecting new units and pushing shift + 1

Making your own control groups for your army is far better than using the F2 default one. There are many instances where you will not want to select every single unit; The scenario you outlined is one, as well as when you have separate units to defend, harass or scout. So try not to use the "select all army" button as it gives you less control.

Also if you are comfortable with using F2 you can rebind that to a control group.

Solution 2:

In my honest opinion you should never call your whole army. Maybe, it's a bit acceptable when:

• Doing a massive All'in
• Defending against a massive All'in (e.g. HOTS Pull the boys plague)

The main disadvantages are:

• You select also Observers, as you mentioned
• You select harassing units (e.g. A bunch of Zealots and DTs attacking a far Opponent's base or a Warp Prism bringing chaos in opponent's base or Phoenixes patrolling an area)
• You select units in hold position (and you don't really want an huge wave of zerglings to get into your main, don't you?)

Assuming that you play as Protoss

Use a single Control Group for your Main Army

Mostly, composed by:

• Gate Units: Zealots, Stalkers, Sentries, Adepts and Archons
• Robotic Units: Immortals, Colossi and a Bunch of Observers
• Air Units: Void Rays, Carriers and Tempests

Every time you build one new unit that is contained in the preview list, you should insert it Shift+Group in your Main Army.

Keep multiple control groups per kind of Units

You should separate the Main Army from Casters (e.g. High Templars), Caster Air Units (e.g. Phoenixes and Oracles), Harassing Units (Oracles, ...) and Mothership.

Personally, I use the following configuration:

• Key 1, Main Army (Formed as shown before)
• Key 2, Casters: Sentries in early, High Templars or Disruptors in Mid-Late. Important High Templars really need to be in a different control group and not in the main Army
• Key 3, Blink Stalkers or Phoenixes. Important Phoenixes really need to be in a separated Control group. If you want them to follow your army, just make them follow on of your Backbone units e.g. Colossus
• Key Q, Mothership, it has to be in a separated group to cast Photon Overcharge and all those funny Protoss Stuff
• Key Cap, A bunch of harassing units or Oracle. Oracle can also go on group 3 in early game.
• Key R, Warp Prism or Observer, I don't need to explain why Warp Prism goes in a separated Control Group. If you want to carry it with your army just make it follow one Backbone unit. About the observer, I bind the one closest to opponent's Base/Army

In some cases, depending on the build or on the game, you should also separate Tempests e.g. Playing vs Mech or Late PvP.

I hope I've been helpfull, GL & HF.