So I'm a bit confused about ATAs as I think the rules changed fairly recently. Firstly I'd like to clarify that you have to play the ATA on every character on your force which you can play it on? If this is true, if I'm playing the Uncanny ATA to try to play an X-Men theme team with X-Force characters, do I need to play the ATA on characters which have both the X-Force and X-Men keywords already?

Yes, every character who qualifies for an ata must be assigned it.

correct.

For more "color", please read my blog posting about theme teams, keywords and ATAs, link in my sig, below.

If you want to "purchase" an ATA for a figure on your team with the matching/required keyword, (a) you first have to have a themed team (any keyword) and (b) you are required to purchase it for all who qualify.

You can't have a Justice League themed team with 4 members and purchase one of the JL ATAs solely for Superman. You would have to purchase it 4 times - one for each.

You can have a Metropolis themed team with 4 members and purchase one of the JL ATAs solely for Superman if he's the only 1 of your four with the JL keyword.