Often the engagement of 2 big armies is just a mass of graphics. Sometimes though you know something is coming. Like a Ghost with an EMP, or a High Templar with Psionic Storm, etc. In these engagements you'd obviously want to do what you can to kill these units before they get a chance to do their damage. Any suggestions?
Try adjusting your video settings; Different features stand out more or less when you adjust things like texture resolution and effects quality. A good way to experiment is to open a replay with an engagement similar to what you're describing, watching the engagement; making an adjustment to your settings and watching the engagement again. Do this until you find a balance you are pleased with.
In my own experience, on my own machine, lowering the effects qualtiy tends to make cloaked units more visible, but at the cost of making burrowed units less visible.