When I first moved to all-grain, I found Denny Conn's website to be very useful:
http://hbd.org/cascade/dennybrew/ He really lays out all the whole process and makes your first AG brew really easy. I went with a slightly improved mash tun design that can be found here:
http://yellowdogbrewery.com/BAMT.aspx I know these sites really helped me out when I moved to AG about 4 months ago.
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