When you need to change many glyph names, there’s Edit > Find > Find and Replace (Cmd-Shift-F). Calling this menu item gives you this dialog:
It works just like Search and Replace in any other application, except that Glyphs applies this functionality to the names of all selected glyphs.
A simple example: Imagine you want to prepare stylistic set alternatives for all your capital letters. Just copy and paste all letters from A to Z inside your font. Glyphs creates copies named A.001 through Z.001. Now, select those .001 letters and call the Search and Replace dialog. There, you search for ‘.001’ and replace it by ‘.ss01’. Done.
The dialog has a hidden extra function: If you just want to add a suffix to a range of glyphs, then just leave the Search field blank and put the desired suffix into the Replace field.
By default, Glyphs puts most ligatures into the dlig OpenType feature. But you want all your ligatures to go into the liga feature. Just select your ligatures, choose Search and Replace, put ‘.liga’ into the Replace field and hit the Replace button. All that’s left to do is to recompile your feature code in the Font Info window, and Glyphs takes care of the rest. Cool.
Final quick tip: In order to quickly select all glyphs with a certain suffix, just enter the suffix in the Search field (Cmd-F) in the bottom right of the Font View. Want to see all ligatures? Search for an underscore (‘_’).
Update 2016-12-03: Updated screenshot