I would like to download my entire iTunes library from the Cloud to my new iPhone 6. How can I do this without having to click on each individual song in my iPhone music app?
How about songs not purchased through iTunes, but registered via Music Match?
open up the iTunes Store on your iPhone
click on more and select "Purchased"
it should then show you the available content "Music", "Films"
click on Music > All Songs, now you should have the "Download All" option on the top right