Just like you can specify referneces to controls, globally, you can also use the pages element to specify a default master page so that you don't have to specify it on every page.
<configuration>
<system.web>
<pages masterPageFile="~/MasterPage.master" />
</system.web>
</configuration>
Read the complete post at http://www.dotnettipoftheday.com/blog.aspx?id=242