You can do this by adding a new material and then adding an image texture to it, load in a matcap (grab some here from Blender's online src) or here from zBrush's free library and under Mapping in the texture tab set the coordinates to Normal.
Now in your scene, in the N panel under Display, change Shading to GLSL, switch the viewport shading to Texture with Alt + Z and add a Hemi lamp to your scene. Any objects with the material will now show as such.
To have all objects use matcaps just temporarily assign that material until you need to render etc. If you have multiple objects, you can quickly do this by selecting all the ones you want to apply it to then selecting the one with the material applied already and hit Ctrl + L and choose Materials.