Excel has a number of SpecialCells methods, one of which find the last used cell in the worksheet. For some reason, a macro will record this as .SpecialCells(xlLastCell) while the Excel help/reference states that it is .SpecialCells(xlCellTypeLastCell) and you can also use the value 11.
All three of the macros below will select from the current cell to the last cell in the sheet.
Sub Macro1()
' Macro1 Macro
Range(Selection, ActiveCell.SpecialCells(xlLastCell)).Select
End Sub
Sub Macro2()
' Macro1 Macro
Range(Selection, ActiveCell.SpecialCells(xlCellTypeLastCell)).Select
End Sub
Sub Macro3()
' Macro1 Macro
Range(Selection, ActiveCell.SpecialCells(11)).Select
End Sub
Here is a very basic example that will copy the data from sheet1 and sheet2 and append it to sheet3.
Sub Macro4()
Sheets("Sheet1").Select
Range("A1").Select
Range(Selection, ActiveCell.SpecialCells(xlLastCell)).Select
'Application.CutCopyMode = False
Selection.Copy
Sheets("Sheet3").Select
ActiveCell.SpecialCells(xlLastCell).Select
Selection.Offset(1, 0).Select
Selection.End(xlToLeft).Select
ActiveSheet.Paste
Sheets("Sheet2").Select
Range("A1").Select
Range(Selection, ActiveCell.SpecialCells(xlLastCell)).Select
'Application.CutCopyMode = False
Selection.Copy
Sheets("Sheet3").Select
ActiveCell.SpecialCells(xlLastCell).Select
Selection.Offset(1, 0).Select
Selection.End(xlToLeft).Select
ActiveSheet.Paste
End Sub