Roland Johansen
Deity
And yes, you have to go through every city to upgrade garrison troops.
Okay, so its just as useless as i thought...what happened to you, Sid ?! Civ3 advisor was so handy...
With enough gold, you can upgrade every (garrison) unit with one single click.
Just hold the ALT key while selecting the upgrade button of a certain unit and all of the units of that type will upgrade until you run out of money.
So if you have 10 rifleman and want to upgrade them all to infantry for a cost of 110 gold a a piece, then the total cost is 10 * 110 = 1100. If you have 700 gold in stock and hold the alt button while clicking the upgrade button, then 6 riflemen will be chosen to be upgraded to infantry and that will cost you 6* 110 = 660 gold.