Try it this way:

First, setup one sheet that is to your liking.

Then, hold <Ctrl> and click in the tabs of the rest of the sheets that you
wish to have the same settings (group the sheets).

You must *be sure* that the MAIN sheet ( sheet to be copied *from*) has the
focus, where the tab is in bold.

Then, simply:
<File> <PageSetUp> <OK>.

Now, all the selected sheets have exactly the same Page Set Up settings,
including all the print settings.

At times I inherit multiple worksheet files, where different worksheets
have different formats (margins, orientations, page sizes).  To
standardize the formatting among the various sheets, I try to select
all the tabs and change the formatting for all sheets at once, but when
I go into print preview I can see that only the first few pages have
been changed; as soon as I come to the page where the formatting had
been different, the formatting remains as it was, and I have to re-set
the formatting for that set of pages separately.  There MUST be a way
to change the formatting for the whole sheet at once, right?

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