Currently this can only be done directly in the database, because you can create a new filter and set it as default.
The only place the All filter is used hard coded is in the global search.
I was thinking about this request and thought that you should be able to do it already by defining a ListColumns mapping against the Home module (Home is used for the global search). I tested that today and saw that it wasn't working because the "All" filter is forced in the code. I made a few modifications and it now works.
You can define the columns you want to see for each module in the global search using a ListColumns mapping against the Home module: