OK... So I've finished one of my projects in Vegas, and now I want to EQ the entire thing (without having to EQ each individual track) - Is there a way to do this?

MS.

Sure is.
Look at the mixer window (Alt-3 if hidden). Any FX appled there apply to the whole project.
Slightly more advanced would be to use different audio busses which basically enables you to group audio tracks together and, among other things, means you could apply different EQ to different groups of tracks.
Applying FX this way, incidentally, is the preferred way to do it because applying EQ to one audio bus (or the master) is much less CPU intensive than applying the same EQ to half a dozen different tracks.

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Tim