I'm in a similar position to Nick JD and quite a few others, I BIAB in a 19 litre stockpot on a domestic gas stovetop. Having come through the ranks of K&K, K&B and extract brewing, it was the next logical step for me without incurring much expense in trying my hand at AG. With a few stainless buckets (ex- dairying), clearing cubes, fermenters, tubing, glassware, and bibs & bobs leftover from my previous brewing, the stockpot and a BIAB bag was all I needed to do the switch, so it can be just so simple and also very cheap to get into AG through this route if you've brewed before.
One other aspect is that if you find that it is just not the method for you, for whatever reason, then you haven't thrown a heap of dough at gear that you may not end up using. On the other hand, it is an inexpensive way to see if all grain brewing is your thing and then go on to develop some of the techniques.
If it proves a hassle getting material for the BIAB bag, then a few of the AHB site sponsors are able to supply one quite cheaply. Its not perfect by any means, but more than adequate to get started, I used one of
Ross' to start with and it worked just fine, but a generous fellow brewer gave me his that has a drawstring and had become surplus. (BTW, again, many thanks for that pal! :icon_cheers: )
Full- sized batches can be done with dilution, i.e. 23 litres, although sometimes I've just been filling 15 litre cubes with smaller batches to try a few different things out, but its much the same amount of effort for less beer, so most of the time I aim for full batches. Sparging is fairly important to do this though, unless you want to increase the grain quantities significantly.
+1 for doing smaller batches initially and sussing out which rules can and can't be broken, its not as demanding and onerous a process as some literature would lead you to believe, while thinking outside the box comes highly recommended! Good luck!