Conditional formatting has got nothing to do with it !! CF allows you
to change the appearance of the cell (bold, italic, underline, colours
etc) if some condition is met, and in XL2003 or earlier you can have
up to 3 different conditions monitored in each cell. This has got
nothing to do with restricting the items that can be put into a cell,
which, as you surmise, is something you do with Data | Validation.

However, you can save a lot of time by grouping all the sheets
together (right-click on a sheet tab, or click on the first sheet,
hold down SHIFT and click on the last sheet tab then release SHIFT)
and then set up the data validation in the cells A1:A23. When
finished, ungroup the sheets (right-click on a tab), and the DV will
have been applied to that range in all the sheets.

Hope this helps.

Pete