There are several user scripts that allow users to perform one click archiving and multi-section archiving.
Adds "Archive" links to the top right of each talk page section. Clicking a link archives that section immediately. The scripts use User:MiszaBot/config to determine how to archive the sections. For pages not archived by User:lowercase sigmabot III, {{Archive basics}} will have to be added to the page to be archived.
Adds a "ⵙCA" link to the "Tools" menu (called "More" in Vector 2010). Clicking that link puts the page in a mode where you can select which sections to archive, then press an additional button to complete all the archiving at once.
These scripts may be buggy or even non-functional.