without the ops:

import bpy

context = bpy.context
scene = context.scene
objects = bpy.data.objects

selected_objects = context.selected_objects.copy()
mt = objects.new('parent_empty', None)
scene.objects.link(mt)

for o in selected_objects:
    o.parent = mt

You'd need to wrap this in operator /addon code so you could trigger it from a shortcut or menu, permanently..

without the ops:

import bpy

context = bpy.context
scene = context.scene
objects = bpy.data.objects

selected_objects = context.selected_objects.copy()
mt = objects.new('parent_empty', None)
scene.objects.link(mt)

for o in selected_objects:
    o.parent = mt

You'd need to wrap this in operator /addon code so you could trigger it from a shortcut or menu, permanently..

Templates for Operators can be found in: TextEditor -> Templates -> Python -> Operator Simple