All of them?
Go into wp-includes/kses.php, look for the variable array $allowedtags, and comment out (// place two slashes at the start of the line) for the tags you don’t want to work in comments. Some should already be commented out.
What if I just want to disable all the tags altogether?
Delete them from the array. That’ll work. Or if you don’t want to be so brutal about it, use PHP multi-line commenting by placing
/*
Right at the start of the line for the first tag ('a' =>...), and
*/
Just at the end of the line for the last tag ('ul' => ...). So you’ll have:
/* 'a' => array(
…
'ul' => array(), */
