So let's say I have volume changes on a separate lane.  How do I select the whole lane for copying?  I tried clicking in various places and have not found the spot.  I have tried selecting by going to the timeline and dragging the mouse over the whole line - but that is more painful that just clicking on something that selected the "volume" data lane (and not the midi or audio data.)

There's a selection 'button' in the upper left corner of the lane header that will select everything if you start with nothing selected - i.e. Ctr+Shift+A to select nothing to start.

Hello deswind,
 
I think this is what you're looking for.
 
(a) Select the track with the lane you want to copy.
(b) In the top menu go to: 'Edit-Copy Special'.
(c) In the little 'Copy' window, tick 'Track/Bus Automation'. (Make sure the other options are unticked.)
(d) Select the track you want to copy to.
(e) In the top menu go to 'Edit-Paste' or press 'Ctrl-V' (Windows).
 
That should do it.

Thanks!!!