If we're talkin about groups,MTW has a great feature,that wasn't present in Shogun.
If u group some units,u can select them easyer by just clicking on the bar,unlike in Shogun wich it took much more time to select a group.
But teh most important fact is of selecting multiple units within a group.
In Shogun,if u wanted 2 select let's say 2 units from a group of 5,u couldn't select them both,because if u clicked on a unit an ctrl clicked on another,it would select the whole group they belonged to.
So,u had to control them separately.