On the latest Steam update you can now be able to select multiple games and install all of them with just one click. However, once you have done that it will add up on the queue to download them all.

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Image source: Pcworld.com

In the new UI, clicking on the multiple games feature displays a list of available games to download. All you have to do is browse through your list of games via the Library List and then hold Shift + click to start installing your selected games. If you have second thoughts on your choices you can toggle the check box on the ones that you don't want to install.

This is a small change but it is very handy for diehard gamers.