What's a fast way to have all midi tracks default to ONE vst plugin?

You have to assign the outputs of each one to it.

Open the MIDI file.  ( this is preferred to importing to preserve CC data. ) 
Insert a soft synth (for example TTs-1) 
Hit "Ctrl A " to select all...
on the menu bar- Tracks/ Output/ then select the output to TTs-1. 

THanks.   Sounds simple.

JG

Leave the program(Sonar) no options.
Make sure you have no MIDI outputs selected in Preferences>MIDI Devices.
Insert only one soft synth.
If you are using downloaded GM files, insert TTS-1.
If there is no choice to be made, the MIDI track outputs will automatically be directed to the only available option.

It doesn't get any easier than that.