Enables query store for all user databases on a supported edition of SQL Server (2016 or higher). Much faster than enabling via the GUI one DB at a time.

EnableQueryStore.sql

BEGIN
	DECLARE @RowID INT;

	DECLARE @Table TABLE
	(
		RowNum	  INT IDENTITY(1, 1)
		,DBName	  VARCHAR(100)
		,Command1 NVARCHAR(MAX)
		,Command2 NVARCHAR(MAX)
	);

	INSERT INTO @Table
	(
		DBName
		,Command1
		,Command2
	)
	SELECT	d.name
		,'ALTER DATABASE [' + d.name + '] SET QUERY_STORE = ON'
		,'ALTER DATABASE [' + d.name + '] SET QUERY_STORE (OPERATION_MODE = READ_WRITE)'
	FROM	sys.databases AS d
	WHERE	1 = 1
		AND d.name NOT IN ('tempdb', 'master')
		AND d.is_query_store_on = 0;

	SELECT @RowID  = @@ROWCOUNT;

	WHILE @RowID > 0
	BEGIN
		DECLARE @WorkingSQL NVARCHAR(MAX);

		SELECT	@WorkingSQL = t.Command1
		FROM	@Table AS t
		WHERE	t.RowNum = @RowID;

		EXEC (@WorkingSQL);

		SELECT	@WorkingSQL = t.Command2
		FROM	@Table AS t
		WHERE	t.RowNum = @RowID;

		EXEC (@WorkingSQL);

		SELECT @RowID  = @RowID - 1;
	END;
END;