I've got 12 gallons of "Bell's 2 Hearted Clone 2- Electric Boogalooo" in secondary (dry hopping!) at the moment. I've also got a Russian Imperial Stout in bottle conditioning that I'm not terribly thrilled with, but we'll see how it comes out after a few months of cellaring. I need to brew again here shortly, but it's a little tough finding time at the moment.
I do 10 gallon all grain batches as well as kegging.
You can pretty easily build a DIY Mash/Lauter Tun for around 60 bucks or so. That's really the only piece of equipment you'll need to go all-grain unless you want to crush your own grain (I'll be doing that here shortly, but the LHBS crush is usually just fine), so long as you're happy batch sparging (and there's no reason not to be, really).
Cheap & Easy 10 Gallon Rubbermaid MLT Conversion - Home Brew Forums is what I started with, but I replaced the braid with a copper manifold made out of 1/2" copper pipe with slots cut in it (with a hacksaw) and a short length of re-inforced plastic tubing. It works GREAT, and I get around 85% efficency into the brew kettle when I "hybrid sparge" (basically ladling sparge water into the MLT by hand..I need to upgrade my brew structure and add a Hot Liquor Tank!).
I'd HIGHLY recommend going with the 10 gallon MLT. It lets you pretty easily move on to 10 gallon batches of "regular gravity" beer (under 1.070 or so...I just brewed a 10 gallon batch at 1.070, and that's about all you can fit in a 10 gal MLT), or 5 gallon batches of high gravity beer (there probably isn't a 5 gallon batch of beer you could brew that would require more than a 10 gallon MLT). I've been able to mash about 30lbs of grain in the 10 gallon MLT with no issues, aside from a slightly thick mash.
10 gal batches sound a bit like overkill, but when you realize the only difference between a 5 gallon batch of all-grain, and a 10 gallon batch of all-grain is the amount of grain/hops you start out with and the amount of water you add, it's nice getting twice as much beer out of a session for basically the same amount of work. It's also VERY nice to be able to keg it, instead of putting it in like 6 cases of beer, but I digress
The single most important tool I've found for doing all-grain is Beersmith.
BeerSmith Brewing Software, Recipes, Blog, Wiki and Discussion Forum. If you're doing all-grain, you NEED something like this, or ProMash or a couple of other ones that are out there. At any rate, it lets you figure out your volumes and temperatures and whatnot without having to do a bunch of calculations by hand, and it also lets you organize your recipes, and keep track of what you have going on when. It will also help you adjust recipes and figure out what your target gravities and whatnot should be.
Another handy piece of equipment is a refractometer. Since you are the one now in control of how the malt is mashed, it's nice to know what your actual gravity is at several points in the brewing process. It's nice being able to take a couple of ml sample instead of a turkey baster full, especially during the boil. I like to check when I have my final volume of wort in the boil kettle. I know if I'm a few points shy of my target OG, that I'm going to be alright after the boil, since all the extra wort going in after that point will boil off, leaving the sugars behind. I also like to check before I start putting in my flavor and aroma hop additions just to see where I'm at in case I need to extend the boil (or add more water, if the gravity is getting too high).
The other thing I would say is be prepared for your brew day to last an hour or two longer. 3.5-4 hrs seems to be about as fast as you can realistically go for a batch with a 60 minute boil.
