What is the best way to establish a "play all" track on a menu based DVD in Vegas Pro?

depends on how you rendered it. If it was rendered in sections (that's what I do) I use my logo clip as the 'play all' button and simply rename it 'play' and then use end actions to point to the next thing after that.
To use end actions go into the menu and open up each section on the timeline, go to properties>end actions> and set to play the next chapter or clip you want to play. Do this for each clip or chapter.
End Actions can be you best friend but make sure to set them with the clip on the timeline in DVDA or it won't work.

Don

Have all of your video in a SINGLE file, open DVD Architect, and drag that file to the menu. That will be your "Play All" button.

Ah...thanks!