You've already used the Selection tools. The Select menu (shown in Figure 21.21) has commands that will make them easier to work with. The Inverse command is especially useful, as it lets you make a selection and then invert it, selecting everything but the originally selected object.
Figure 21.21. The Select menu allows you to select elements of an image in various ways.
The ability to invert a selection can save you tons of time when you need to select a complicated object on a plain background. Instead of lassoing the object, click on the background with the Magic Wand tool. That selects it. If you need to combine several selections, press and hold the Shift key as you work. When everything but the object is selected, press Shift-Command-I (Mac) or Shift-Ctrl-I (Windows).