To select cells below the active cell with data in them:
Sub WithData()
Set r = Range(ActiveCell.Offset(1, 0), Cells(Rows.Count, ActiveCell.Column))
Set r = Intersect(r, ActiveSheet.UsedRange)
Set rSelect = Nothing
For Each rr In r
If IsEmpty(rr) Then
Else
If rSelect Is Nothing Then
Set rSelect = rr
Else
Set rSelect = Union(rSelect, rr)
End If
End If
Next
rSelect.Select
End Sub