To display all the tags in a blog in page a plugin that runs PHP code in pages should be installed. I prefer Exec-PHP (http://bluesome.net/post/2005/08/18/50/) because its easy to use (you just type the PHP code inclosed in <?PHP ?>), and has very good documentation. After installing the plugin create a new page and while in HTML view paste the code below.

<?php

$defaults = array('format' => 'array', 'smallest' => 10, 
  'largest' => 22, 'unit' => 'pt', 'number' => 0, 'orderby' => 'name', 
  'order' => 'ASC', 'exclude' => '' , 'include' => '');

$posttags = wp_tag_cloud($defaults);

$size = count($posttags);
for($i=0 ; $i < $size ; $i++)
{
    echo $posttags[$i];

    if($i < ($size -1))
        echo ', '; 
}

?>

The code uses the WordPress function wp_tag_cloud to get a list of tags formated using values of the $default array. To get more details about the function go to its Codex page (http://codex.wordpress.org/Template_Tags/wp_tag_cloud).