I don't usually use the formal "fleet" feature, early game all of my ships are the fleet, mid game I just keep what would be my seperate fleets in different gravity wells (so you can just select all of the ships in the gravity well and give orders like that), and late game I am constantly combining, replacing, and disbanding fleets anyway so I just macro it. While I don't think fleets are necisarrily a bad thing, learning to play without them certainly helps you learn to macro better which is what really sets the great player apart.

As for specific ship tips, the Advent often form what is called the "battle ball" with Illums forming the exterior of the ball and gaurdians and a mothership forming the core, allowing all of the ships to be able to benifit from shield projection and shield restore. However, that was before the recent patch, so such a tight formation is probably not as good of an idea anymore, but I still try to keep my ships in shield restore range. This is especially important for the guardians, so I usually have them follow the around (select the guardians and right click on the mothership).

you can still keep your "fleet" together without using the Create Fleet button. Just click on your faction icon next to the grouping of ships that you want to manuver together. theyll simply act as a fleet together and wont have all the hangups of the Fleet option.