Be careful what you wish for.
A national primary leaves the nomination open for the candidate with the most money -- the guy who rounded up the most donors with the most money.
Nine times out of ten, that will be the guy the oligarchy is behind.
The advantage of proceeding state-by-state is that it allows the under-funded candidate to focus his limited funds on one state at a time, proving his appeal and gathering supporters over time.
You either believe in free speech, or you don't, I guess. And money is speech.