Seriously, there's a lot of really good advice in this thread.
One way to read it would be this:
There's more than one way to go All Grain.
The important thing may just be trying it, to get an understanding of the
"Crushed grains in warm water > grains out > boil hops in wort > chill" part.
As from there on in, it's just the same same as you do with kits.
Nick's thread on stovetop aussie lager is a great place to start.
If you end up doing this, you now have run through the entire process from end to end.
If you don't end up doing it, you still understand the process and hopefully why this works.
Then if you end up doing it stovetop, Brew In A Bag, 2 vessel, 3 vessel, etc.. who cares?
But no need to jump in and choose a solution before you have tried it.
(we all felt this way, thinking we kind of got it but not quite sure until we tried. Then it kind of all makes sense and you feel more comfortable in the whole
-BIAB vs 3V discussion
-NoChill vs. copper chiller discussion
-where
is Butters question)
In short?
Just jump in there with the minimum cost to give it a go, whatever that is for you.
40 Litre Birko urn or pot on BBQ, or pot on stove in the kitchen.
Whatever works as long as it makes you able to put crushed grains in warm water for a while, then boil hops in the resulting wort.
Then chill it before adding yeast
Go for getting it 90% right, that is more than enough to get a good feel for the process.
It's a lot of fun!
Don't let the equipment discussion start with spending $600 on a plastic bucket with an element in it.
You might end up feeling cheated and never going back to the homebrew shop.
And that homebrew shop is really good, with their last Friday of the month meetups, Barry around for some really good beer judging advice, etc.
My 2c?
Go stovetop for a couple of brews to understand the process.
Then you will feel a lot more comfortable on modding an eski, getting an urn or whatever you feel is right for you.
Bjorn