all cats all posts

<?php  $cats = get_categories('orderby=count&order=DESC');
// http://codex.wordpress.org/Function_Reference/get_categories

foreach ($cats as $cat) :

$args = array(
'posts_per_page' => -1, // max number of post per category
'category__in' => $cat->term_id
);
query_posts($args);

     if (have_posts()) : ?>

     <h2 id="cat-<?php echo $cat->slug; ?>>">Category '<?php echo $cat->name; ?></h2>

     <?php while (have_posts()) : the_post(); ?>

    WHATEVER YOU WANT TO SHOW PER POST - PROBABLY COPY THE CONTENT OF THE LOOP FROM INDEX.PHP

    <?php endwhile; ?>

    <?php else :
        echo '<h2>No Posts for Category '.$cat->name.'</h2>';
     endif;

     wp_reset_query();

endforeach; ?>