I am so completely confused with how to best set up iTunes for family use

Okay, I'm literally going crazy trying to get my Apple "ecosystem" set up. First, I'll try and explain my setup and then what I'm hoping to accomplish.

My setup:

1) Mac Mini - this is where my "master" iTunes library resides. iTunes Store is logged in with our single Apple ID that we use for all iTunes & App Store purchases. This Mac Mini also is where we store all of our photos within iPhoto.

2) My wife and I each have an iPhone which is set up for wireless syncing to iTunes.

3) My wife and I each have MacBook Pros.

Here's what's working:

1) Sharing all of the iTunes music and iPhoto pictures to my AppleTV (3rd generation) - This is working as expected.

Here's what's I want to accomplish:

1) We would like to be able to make purchases from the iTunes or App Store from either our Mac Mini, iPhones or MacBook Pros using our single Apple ID and have these purchases be available to all of our devices including the iPhones, MacBook Pros, Mac Mini and AppleTV.

Ultimately, all of our purchases should physically reside on our Mac Mini where we sync the songs & apps we want to our iPhones wirelessly. What I'm finding out, is that purchases made on our iPhones and MacBooks will not download to the Mac Mini iTunes library. iTunes on the Mac Mini shows the purchases but when I try and download them I get a message that says "This computer is already associated with an Apple ID". I figured since iTunes on the Mac Mini is logged in with the single Apple ID I would be all set. What does this message mean?

I'm sure to have some follow-up questions but I'm hoping to get this process started with this one first. Thanks for any help or advice you can provide.