Due to Facebook try to stop spam, but we want it anyway, there is no easy way to achieve this.
What I have found and it is really simple to:
1- Go to Facebook.
2- Once logged in, you will see a sidebar on left like:

There you select FRIENDS option.
3- In Friends page, you can see at main content top right, a little button called "Create a list". Click it.

4- That will prompt a Friend Selector:

If you don't want to click friend by friend, you could do this "hack":

• Copy:

  javascript:elms=document.getElementById('friends').getElementsByTagName('li');for(var fid in elms){if(typeof elms[fid] === 'object'){fs.click(elms[fid]);}}

• Paste in address bar like the image shows:
• Press enter. NOTE: Browser will hang up, but wait, it's scanning and selecting all of your friends. With 300 friends it tooks me about 10 seconds. So, be patient and wait.
• You will see all friends selected:
  

5- Then write down a name, I wrote SPAMTHEM (isn't it?). And click CREATE button. It will be saved to your profile.
6- Now go to Messages (on Facebook Home left sidebar), and Create New Message.
You type the list name, in my example: SPAMTHEM and just select it.

7- Add your message and subject, you are done!

That's all, then your message will be sent to the full list you have created.

ENJOY AND RECOMMEND!