Do the following ..
open people > Touch a contact > select edit contact > Touch the persons name at the top of the screen > Change display name to "last name, first"
Hope this helps
Edit - Sorry OP, didn't see you mention that you already know how to do it on an individual level. Unfortunately, im not aware of a place to set this as default. Setting it in gmail as mentioned by others will help with that but if you import contacts from facebook you'll have to do them individually. Also, on my phone, exchange contacts used to come in by default as last name, first which drives me crazy so i'd have to go and manually change all them lol.