Here's my advice for what it's worth: when you have a lot of units, try to create seperate groups for your advance. Often in large scenarios, your troops are forming a long line across the map or something similar. I tend to reassemble them in distinct fighting force according to A) objectives and terrain/line of advance.
I end up playing a *game* with each one of my groups, as they were seperate battles. Depending of the opposition you face, move in your reserve to support the group that needs it.
It easy to feel overwhelm by large scenario, and as cliché as it sounds, practice does make better.
Anyways, that's how I do it. I hope that helps.