Hello all!
I am glad that I have found this forum. From what I have read you all seem to be a great group, very helpful and kind....are you all drinking a homebrew? Hope so. Well I am not but I would like to be. For now I am enjoying my local Mico's brews which are great.
As I have read books, articles on websites, forum info and watched youtube videos on brewing I believe that I would like to get into brewing and do so at an all grain level. I just feel, knowing my personality and personal inclinations toward things like this, that I would inevitably end up there anyways. I would like to avoid spending money twice moving from an extract brewing process to an all-grain process if you follow me. I figure that I would not need things like a grain mill seeing that I can have my shop mill it for me. That being said what do you all recommend that I acquire to begin brewing my first all grain brew?

First of all welcome to the Forum and the wonderful world of brewing!

Hmmm...things you need for all grain.

For extract brewing most people brew five gallon batches. Since the major factor
with all grain brewing is time and not cost most people brew 10 gallon batches.

So the first decision is what size batches do you wish to make.

First there are the standard items for brewing a batch of beer:
Brew kettle: Should have a capacity of 7-8 gallons for a five gallon batch or 10-15 gallons for a 10 gallon batch. I prefer the 15 gallons since you can simply put all the water in the kettle at once and then brew from there instead of having to refill the kettle for sparging. Converted kegs work quite well as brew kettles.

Large spoon - preferably stainless steel for stirring mash and wort

Airlocks - One should have at least two. I prefer the three piece units since these are easier to clean should wort etc. get into them. One can forgo airlocks and use blow-off tubes. However, if you are going to be using a secondary fermenter you likely will want an airlock or two.

Bungs - Two or three to fit the airlocks and the fermenters and/or blow-off tubes

Thermometer

Funnel

Strainer - To strain out hops. If hop bags or hop pellets are used this item is not required.

Fermenter - Two or three glass carboys or plastic buckets. Two vessels would best for five gallon batches and three vessels for 10 gallon batches. Six or seven gallon carboys or buckets are particularly good for the primary fermentation because their added headspace allows for vigorous fermentations with less likelihood of serious messes. Having an extra fermentation vessel this allows you to transfer the wort into a secondary fermenter or use the vessel for mixing in priming sugar for bottling.

Some people do primary fermentation in a plastic bucket and then transfer to a carboy for secondary fermentation. Others use a carboy for all fermentation. I tend to be in the former camp since I've never used a plastic fermenter (nor will I). Alternatively, one can ferment your wort in five gallon Cornelius kegs. I've used this method for years though I used a carboy for the last few batches. There are additional or at least different parts required if employing kegs as fermenters.

Racking cane

Bottling cane

Tubing - Five or six feet of appropriate size to fit racking and bottling canes.

Bottle capper - I prefer the butterfly cappers but probably most people go with
the bench models.

Wort chiller - This is not required if you are just cooling five or so gallons of wort. Placing the fermenter in cold water works pretty well. If you are cooling 10 gallons then the time it takes to cool the wort down to pitching levels starts becoming a bit excessive. I recommend getting a wort chiller regardless of the batch size but I especially recommend getting a chiller if making 10 gallon batches. With five gallons you can get by until you get around to making this purchase.

Special items for all grain brewing:
Mash tun - Many people (myself included) use a Gott cooler with a copper manifold system. Rubbermaid/Gott coolers are specifically mentioned since they are known to be able to handle very hot liquids without adverse effects. Appendix D in Palmer's How to Brew - (http://www.howtobrew.com/appendices/appendixD.html) has a nice treatment on how to construct such a system. In terms of size I will give the advice I was given by my brewing mentors when I first started. Get a mash tun that you will not out grown. Get one that will fit as much grain as you believe you will ever use. If you believe you will one day make an all grain barley wine then you will need a large mash tun.

Lauter tun - If you don't use a manifold system or false bottom then you will need to transfer the mash to another vessel, the lauter tun. In Papazian's Joy of Homebrewing he describes a inexpensive version what he calls the Zapap. Basically it is a five gallon food grade plastic bucket with many many holes in the bottom. This bucket fits into another five gallon food grade which has a valve and/or a piece of tubing attached. I came across this nice webpage with illustrations etc. of a Zapap system - http://www.mainebrews.com/news/2009/04/zapap-lauter-system

Hot liquor tank - This is basically a cooler to hold hot sparge water. It consists of a cooler with a value to which tubing is connected. The tubing trickles the water into the mash tun.

If believe that is everything. I hope I didn't leave something out.

Oh by the way, if you are going to brewing large batches then you might also want an outdoor proprane burner similar to what they sell for deep frying turkets. Make sure the kettle is stable when sitting on such a burner. I have a 200,000 BTU burner and it frankly is a propane hog. If I were to do it again I would probably not go any higher than 70,000 or 80,000 BTUs. I believe jet type burners with some degree of shielding from the wind are the best.

I hope this helps.

- Scott