Holding down the Ctrl key click on the sheet tabs of the sheets you wantt to preview and then proceed to preview as normal. That should take you through all the sheets, page by page, sheet by sheet. As far as i know you cannot preview more than one page at a time in excel, unlike word.
If you want to select all sheets, instead of Ctrl, hold Shift , select the first sheet, then the last and all in between should also be selected.
Important : When you have finished previewing make sure you select a single sheet, as any operations you subsequently carry out will apply to all selected sheets, including data entry.
AC