A quick way to toss a bunch of files and folders into a new folder is to select them and use ⌃-⌘-N (Finder > New Folder with Selection). This will create a new folder, either on the Desktop or the current folder you’re viewing, toss in everything you have selected with a nice little animation, and give you the option to name the new folder.

To easily select multiple files, hold ⌘ (Command) and select each file or hold ⇧ (Shift) and select the first and last in a range.