[Steven Zahm]

@ Rashed

If you completely deleting everything, categories included, probably the best option would be drop the tables from the db using phpMyAdmin or similar tool.

Another option, would be to increase the number of entries shown per page. This can be adjusted in the Screen Options tab in the upper right corner. You could probably set it to a 100 or so (I would not recommend trying much more than that), that would you would have far fewer pages to delete.