A handy rule of thumb to determine if an interconnect trace should be considered a transmission line is if the interconnect delay is greater than 1/8th of the signal transition time, it should be considered a transmission line and afforded all of the attention required by a transmission line.
Often, for more complex systems, you can break it down some, and choose the "prime" frequencies - it will often be that much of the equipment uses similar frequencies, and you can throw these into your plan as well. But you are correct - this can get onerous - and in those cases, you likely just have to use your best judgement and also lean on the experts that are working your grounding/shielding to tell you which frequencies will likely be the worst problems.
"coming from the days of much slower clocks and signals"
I won't comment on Max's slower days, but another issue is power supply clock frequencies, especially when high-speed digital links are involved. power supply or other clock frequencies can couple into digital clocks, creating periodic jitter. The higher the clock rate, then less jitter it takes to ruin signal integrity.\
Signal integrity engineer Daniel Chow explains periodic jitter in Jitter: Measurement References Matter. The animated graphics really bring it to life. The article has links to numerous other articles covering jitter.