Use the Direct Selection tool (A) to select individual paths and anchor points, even when they're part of a group. To select the entire path, press-and-hold the Option key (PC: Alt key) as you click on the path. To take this a step further, each time you click on the same path with the Option key (PC: Alt key) held down you will select the group that contains the path, and then the group that contains the group, and so on. You'll really have to try this one to see how useful it is!
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