Android - how to set background color of all screens?

A quick and easy way to make sure every activity has the same background color, is to create a theme for your activities to use. That theme would specify the android:windowBackground.

First define the color in values/colors.xml

<resources>
    <color name="background">#FF0000 </color>
</resources>

Create a themes.xml file in res/values that references that color:

<resources>
 <style name="MyTheme" parent="@android:style/Theme.Light"> 
  <item name="android:windowBackground">@color/background</item>
 </style>
</resources>

... and then in your AndroidManifest.xml specify this as the theme for your activities to use.

 <activity
        android:name=".MyActivity"
        android:theme="@style/MyTheme" />

Update your android studio to 1.4 it has inbuilt theme editor. as you can see in below image

You can also set the background at the application level in AndroidManifest.xml

<application
   ...
   android:theme="@style/MyTheme">

(Note: I cannot this as a comment of the accepted answer as my reputation is too low).