Yoko:
IMHO, the most challenging aspect of fighting large battles is managing reinforcements.
Best-case Scenario: If you can mass rout the enemy and stay organized you can set up on the edge where enemy reinforcements enter, and pick 'em off one by one as they come on the map.
Worst-case Scenario: You are 3/4 of the way across a large map when suddenly you notice your army is tired, half dead, scattered, and facing fresh enemy heavy cav.
Here's some ideas, although I'm sure some will be ridiculed by better players:
For the first wave, keep at least one unit at the Rally Point, away from battle.
Put the Rally Point off to one side a little so that reinforcements are not directly in the path of routing units.
Consider putting Rally Point in trees. I put my Rally Point about 1/4 to 1/3 of the way on to the map, but this varies.
Right-click on units that you want to retreat (or use Control-W as Panther suggests) and choose Withdraw From Battle. This is much more effective than using the rout button.
Use up archers and get them replaced, but not all at once. Use the Fire At Will/Fire on Command button to manage which units use up their arrows (more important for longbowmen/archers than arbs/crossbows, since archers can go through ammo pretty fast). I think it is bad to have all of your arrow units run out of ammo at the same time.
I try to replace early, if I have strong replacments. Alternately, use weak, tired units as decoys - let the enemy chase down a shot-up unit to buy time for your replacements.
Fight on your half of the map, but not too close to your edge.
I set most units on HOLD POSITION to help me keep them organized and from running into the next enemy wave.
Watch out for fatigue. An exhausted unit is a worthless unit (except as fodder, see decoy idea above). Rest or replace.
The AI frequently will send small groups of one or two units heading your way. These are easy if you stay organized.
Try to arrange it so that the first replacements will be good cav units.
More than you asked for, but the answer to your question is:
Right-click and select Withdraw From Battle
ichi
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