WpfTextBoxFocus.cs

// in startup code
EventManager.RegisterClassHandler(
    typeof (TextBox),
    TextBox.GotFocusEvent,
    new RoutedEventHandler(TextBox_GotFocus));
EventManager.RegisterClassHandler(
    typeof(TextBox),
    TextBox.GotKeyboardFocusEvent,
    new RoutedEventHandler(TextBox_GotFocus));

private static void TextBox_GotFocus(object sender, RoutedEventArgs e)
{
    var textBox = sender as TextBox;
    if (textBox == null) return;
    textBox.SelectAll();
}

Based on http://madprops.org/blog/wpf-textbox-selectall-on-focus/