"All" or "All Of"?

If you use "all of" before words like "us," "you," "it," "him," and "her" (i.e., personal pronouns), you will be correct.
For example:

 All of us
 All of them

If you use "all" before nouns, you will be correct. For example:

 All the cheese

 All the soldiers

"All" as a determiner preceding a pronoun:

Using "all" as a determiner before a personal pronoun is usually wrong. For example:

 all we
 all they

The word "of" is required to avoid a reading stutter. Look at these fuller examples:

 All we believe.
(Native English speakers would interpret this as "everything that we believe" and not "everybody
believes.")
 All they are thinking.
(Native English speakers would interpret this as "everything that they are thinking" and not "they
all are thinking.")
It is perfectly acceptable to use "all of" before a noun. For example:

 all of the men

 all of the students

When using "all of," the noun is usually preceded by "the."

Using "all of" before a personal pronoun is expected:

 All of us believe.
 All of them are thinking.

(This just means that "all we" became "all of us" and that "all they" became "all of them.")

"All of Whom" and "All of Which"

Use "all of" with relative pronouns (e.g., "whom," "which") too. For example:

 I have three sisters, all of whom lead very normal lives.

 He has 3 cars, all of which are very expensive.