It's a bit inconvenient, but you can pause the game, then turn auto-fire on or off for multiple groups, then un-pause again.
This is one of those things where the optimal firing groups setup can be different between AI use and player use.
For player use, I generally want one group of PD-and-anti-fighter, and one group for flux-heavy high-performance weaponry; that way I can easily swap to the flux-heavy group to disable its autofire while leaving everything else running.
The AI, though, doesn't always do well with a single PD-and-anti-fighter group; if the group isn't super-cheap on flux costs, the AI will frequently turn that group off. For capital ships, especially, grouping PD by firing arcs (front and back for most things, or left and right for something like the Odyssey) can help with getting the AI to actually leave it running. And, similarly, putting non-PD anti-fighter weapons into a separate group often helps as well.
I would really like to have more than five groups available... it's not that important for player-controlled ships, but for the AI... For an example, I recently ended up with a Dominator loadout where, for AI use, I really wanted six groups. One for the hardpoint-mounted kinetic large ballistic; one for the hardpoint-mounted HE large ballistic, one for missiles, one for kinetic medium turrets, one for non-PD anti-fighter weaponry (side and rear-side small mounts), and one for PD weapons (front three and back two small mounts).
For player use, I would've just lumped the non-PD anti-fighter weapons into the PD group and been fine, but the AI isn't really good with that.
