If you're an Apple Music subscriber, or you just have a super large iTunes library, then downloading all of your music to a device can be a giant pain.
With the iPhone storage sizes getting bigger, having your entire collection downloaded is even more of a possibility. I for example have a 128GB iPhone 7 Plus, so I easily have enough space for my entire library.
The only problem is that on iOS, there isn't a "download all" button. However there's a really simple solution if you have a Mac available.
Step 1 - In the sidebar, right click and choose Create Smart Playlist.
Step 2 - Change the rules to "Artist is not (blank)" like the image below.
Step 3 - Open the Playlist in the Music app on your iOS device.
Step 4 - Tap on the "..." button in the top right, and press Download.
All of your music library should then start to download.
Another bonus that this gives you, is that because it's a Smart Playlist, it will continue to update as you add music to your library. As the rule simply is that it matches any item where the Artist name isn't blank, which should be all of them!