If you use the Prototype JS, you might find this blog post helpful. It gives a fairly concise way to perform a select all. 
http://www.ryboe.com/2008/07/10/select-all-checkboxes-with-prototype-js.html
In your view you could use the following snippet to create a "Select All" link:
<%= link_to_function("Select All","checkboxes.each(function(e){ e.checked = 1 })") %>
In addition, you'd need the following Javascript code somewhere on the same page (or maybe even abstracted out to the public/javascripts/application.js file
var checkboxes = [];
checkboxes = $$('input').each(function(e){ if(e.type == 'checkbox') checkboxes.push(e) });
var form = $('options'); /* Replace 'options' with the ID of the FORM element */
checkboxes = form.getInputs('checkbox');
Here's the full source of a working example, if this doesn't work you might need to check to make sure your JS libraries are loading properly.
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"
    "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
  <head>
    <title></title>
    <script type="text/javascript" src="http://www.google.com/jsapi" charset="utf-8"></script>
    <script type="text/javascript" charset="utf-8">
      var checkboxes;
      google.load("prototype", "1.6");
      google.setOnLoadCallback(function(){
        checkboxes = [];
        checkboxes = $$('input').each(function(e){ if(e.type == 'checkbox') checkboxes.push(e) });
        var form = $('options'); /* Replace 'options' with the ID of the FORM element */
        checkboxes = form.getInputs('checkbox');
      });
    </script>
  </head>
  <body>
    <form id="options">
      <fieldset><input type="text" value="test"></fieldset>
      <fieldset><input type="checkbox" value=0> 0</fieldset>
      <fieldset><input type="checkbox" value=1> 1</fieldset>
      <fieldset><input type="checkbox" value=2> 2</fieldset>
      <fieldset><input type="checkbox" value=3> 3</fieldset>
    </form>
    <a href="#" onclick="checkboxes.each(function(e){e.checked = 1})">Select All</a>
  </body>
</html>