I'm also in this camp. Still trying to understand what it would take to do the all-grain process. My check out the brew thing at bait shop in a couple of weeks where they do it on site.
Going all-grain is not that big of a deal at all. It's a lot more overwhelming from the oustide than it is when you actually go and do it. As others have said, it could be as simple as buying a bag and a collander and doing the Bre In A Bag method. The only thing different that I have now, is that I have a 48Qt cooler from Wal-mart that has a braided hose on the inside, hooked to a valve that I can turn on and off. It adds about 2 hours to the brew day though, but I like brewing, so it never bothers me to spend more time brewing. The trickyest part was getting my water temps and volumes all figured out. Online mash calculators help, but depending on the day, it's never 100% accurate, you need to get to know your system.
In the end though, what all-grain offers, is literally limitless recipes. Extract varieties are certainly becoming more available every day, but they are a lot harder to store and keep fresh than a bag of grain. And it's just easier to tweak you recipe here and there with all-grain. I don't say everyone should switch, I've had plenty of decent extract beers, but going all-grain is far from the challenge that it seems to be before you try it. It actually makes the boil a lot more fun. Making the wort is already done. So you just sit and drink and wait for your timers to go off for hop additions.