I'd like to add to my blog a page that contains links to all the posts in the blog. Not only 10 in a page or something, but all of them (if that's a bad idea I'd be interested to know why).
Besides links, the name of each post and its date would be nice as well.
Something like this should do it;
Note that the default 'orderby' parameter for get_posts() is actually 'post_date'. I've just added it in for clarity. Have a look here for how to configure the_date().
I agree, with the comment above about pagination. If you have a lot of posts, it might become unwieldy.
There are many ways to do this, but I find the get_posts() function to be the easiest.
This would indeed be a bad idea if you have a lot of posts, and since in most cases you don't know how many you might eventually have, I would at least provide some sort of pagination.