I think what you'd like to do is add units to an existing group. If you have your army on control group 5 for example, you can select the new units and press Shift5 to add them to that control group instead of reassigning the control group to just those units.
You can select the new units however you like to do this, but generally you will have to look at them unless you already have them assigned to a key (I'm not counting F2 for the moment). Depending on what race you play and how you like to do your production, you may find it useful to have a camera location saved where you have your production rallied so you can quickly switch there, add your units to control groups or give commands, then switch your attention elsewhere.
I'm not saying you shouldn't use F2 at all, but it is generally considered a crutch and can cause you to move units in a sloppy way. It is usually better to add units to specific groups and use either those groups or your mouse for better control. For example, attack-moving your entire army more than a short distance will usually cause groups of units to separate significantly which your opponent may take advantage of. I don't believe there's any set of methods you absolutely must use to play the game well, but if you're looking for the "established way" then I would avoid controlling your whole army with one button.