There is currently no way to do this in the web client.
Bug 1112 is the request for this enhancement; add your vote to the pile if it's something you wish to see.
Of course that doesn't help you now.
Your best bet to accomplish this at this time would be to use an IMAP client like Thunderbird, which will allow you to sort messages by a variety of criteria, select them and move them en masse by a simple drag and drop.
Cheers,
Dan