Well, you should place the refdeses at the end of the layout IMO. You certainly can configure a macro. Here's how I do it:
go to file -> script
this lets you record stuff to a file, when you're done go back to file -> script and press "stop".
You can condense the commands down to
setwindow form.find
FORM find all_off
FORM find text YES
setwindow pcb
done
Stick this in a text file, call it text.scr for example. Make sure your Allegro script path is set to point to the directory.
Then define an alias with a ctrl key combination, I use ctrl q.
Just type alias, press ctrl Q, then replay text.scr in the command window:
alias ~Q replay text.scr
and press enter.
(the ~Q is to show you it's a ctrl key combo.)
Now when you press ctrl Q in the command window, it'll replay the script if it can find it.
Of course, Allegro has many modes, and you'll only see "text" selected when you are in the move command.
You can also use the super filter mode. It's a different way to work. Make sure that Allegro is showing "idle" in the left of the bottom status bar.
Then right click somewhere empty in the pcb, you should see a little menu pop up, go to super filter and select text. You should see the find filter greyed out but showing text selected.
Now check this out: you can simply click and drag (keep button pressed) text. You should see text be highlighted when just hovering over it. Go back to the super filter pop up and select OFF to go back to normal mode.