2018 has shift-extrude on the move, rotate, and scale tools. You can also edit what shift-click does in the preferences. And as always, you can Ctrl+E to extrude and get the menu, as well as be able to move all selected faces in local axes.
My script does this with something called the "XsiDuplicate" command. It basically replace the default "CTRL+D" (duplicate) command by one more aware of the current selection. - On a object : duplicate the whole object - On a face : extrude (and gives your the previous manipulator you were using) - On an edge : extrude…