I'm currently using the same ad for about 12 ad groups and I want to change the ad. Is there any way to change the ad without manually going to each ad group at a time?
Why would you use the same ad in all ad groups? I'm sure you've got different keywords in each ad group, so why haven't you tailored each ad to its keywords? If I were you, I would go into your campaign and create two or three very different ads for each ad group. Before you do, check which keywords in the respective ad group get the most impressions, and make sure to include the keywords in the ad texts of that ad group. By creating two or three very different ads, you will learn which type of ad works best for the ad group after a sufficient number of clicks have been collected. You should then delete the poor performing ads and write an ad in the same style as the victor, leaving you with two similar ads running side-by-side in each ad group, competing against each other. When a clear winner emerges, edit the loser, always trying to beat the winner. The scale of your editing at this point should be small, that you may be able to identify the changes that work for improvement. This process is called split-testing, and it will only work if your ads are being shown evenly. Therefore, before you do this, make sure to enable an even rotation of ads within the campaign. Do this by going into the campaign, clicking on "Edit Campaign Settings" and checking "Rotate: Show ads more evenly". If there is a legitimate reason as to your using the same ad throughout the campaign, I apologise for the rant!
Masterfuls advice is bang on for the search network. It doesn't matter as much for the content network though. With the content you must make sure your ad clearly states what you want the surfer to do and any costs involved in doing it. For search you have to be a lot more focused and targeted in your ad writing.