Go to a couple of different brewdays if you can, it's always easier to see what you need first hand and more importantly why you need it...have a good old chat to the host....talking about the brewery while you're standing in front of it and can see it in action is invaluable, will usually teach you as much in 3 hours as weeks on the internet will, and I haven't met a brewer yet that doesn't like to yarn about their brewery. It'll stick in your mind more as well, because you'll have the sights and sounds, and the smells and tastes as well. Eat some grain. Drink some wort. taste the first runnings and the lasts. Eat some of the spent grain. Ask every question you can remember.
I spend a lot of time talking to people about their home breweries, and I've seen quite a few (mine included) that cost considerably more than necessary, due to haste & being unable to help ourselves when it comes to clever ideas - complete with little box of discarded 'ideas/$$$$' Every single one of those dollars in the box is 2 litres of beer. And that's just sad. Shiny things look so much better when you know exactly why you got them and that's exactly what they do. Trust me.
Put simply,
don't try to reinvent the wheel - go have a look at someone else's wheel. Unless making things & solving problems gives you as much pleasure as drinking beer does, for your own sake don't try to make your brewery
too much on the cheap. Making sensible purchases without wasting money is one thing - trying to make a false bottom out of an egg cup is another.
Without trying to influence your decision's too much, because clearly I sell all this stuff but I'm not trying to get a sale here, I would personally recommend a very simple set up to begin with.
Step number one would be to decide what volume you want to make. Take the finished volume of beer, and double it. That's roughly the size of kettle you want. There are certain compromises you must make here because of what's available size wise, but a 50 litre vessel is a very good size for a standard batch, that gives you enough extra room for a good boil. If you want to make double batches (45-50 litres), you want a minimum 70 litre kettle. Get a decent one if you can, get a lesser one if you can't. Get a ball valve outlet put into it, and a pickup tube. The outlet will mean you don't try and do stupid things like carry/tip 30 litres of hot whatever, as will the pickup tube.
A mashtun. You're easiest option is an esky, the easiest option of all of these is the Willow 55 litre. It has a built in bulkhead outlet that means you can use it as a mashtun without making any modifications at all - you can put the original bulkhead back in and still use it for BBQ's..........if you catch them on sale at some hardware stores they are usually in a 3 pack, with a couple of bonus little esky's for the same price you pay for the 55 litre Willow esky with little wheels on it. You don't need wheels on your mashtun, and the free little sixpack esky in the 3 pack is damned useful to take to the homebrew shop with an icepack in it if you are buying yeast on a hot day.....If not the willow, then something around the 30 litre mark that doesn't cost so much that the idea of cutting a hole in it gives you the willys will do.
For your mashtun you can use hose braid as a 'false bottom' make a copper manifold or you can purchase a false bottom. Once again, this is your opportunity to get creative if you want to, but options are available if you don't. You need a tap from the esky, something with some control is required as you need to be able to control your runoff. Not being able to control it will only lead to problems.
HLT. You can please yourself if you bother with an HLT, I use my kettle as an HLT for 'doughing in'and 'sparging' into another vessel (or 'grant') then move that liquor back up into the kettle when the sparge is complete. An HLT does make it more convenient, but it adds more cost as well, and takes up more room and quite often is the 'bringer of electricity' into the equation and as such increasing the complication of the whole thing. If room or funds are limited, then I would first recommend dispensing with the HLT as it's nice to have one but it's not the end of the world if you don't.
As far as frame goes, it depends on if you know anyone with a mig welder who likes beer. If you do, well good ........if not, you'd be suprised what you can get when you mention beer discreetly at some smaller workshops....the smaller the better & usually best if phrased something like "What sort of price would I be looking at to have my brewery frame made up so I can make some beer? " and usually best said to someone who looks like they actually do the work, and out of the earshot of management and receptionists etc....
Best of luck. Start with the brewday. You'll come away with more ideas than you can shake a stick at.
Note: You'll notice I haven't mentioned pumps and heat exchangers and gadgets and all that carry on - that's because those are the things I think you need to see in action to appreciate why you might want one.......I personally think it's important to know how this process works or can work with gravity alone and no fancy toys, because that's the simplest way of doing it all, and puts you in touch with the brewing without distracting you with gadgetry...like I said, shiney things are so much better when you know why you have them.
