I've been in the same boat and just pulled the trigger on a proper all-grain setup. My biggest suggestion is that you consider the commitment you have to the hobby and make your purchases appropriately. Just like extract brewing was for me, I don't anticipate my first foray into all grain to be the be-all-end-all of my brewing experience. Eventually, I'll want more...and you probably will to.
Personally, my intention is to grow into a proper, semi-automated single tier stand. Thus, my goal was to minimize any expenses related to repurchasing equipment down the road. That said, I went with a keggle based HLT/BK and a 10G tried-and-true cooler based MLT. (A delicate 10G setup that could be supplemented with a larger cooler for big beers.) After long considering a cooler based HLT for cost reasons, the benefit of direct fire, weighed against my longer term goals, made total sense. This setup allows me to consider RIMS, HERMS or a direct fired MLT at some point down the road, whichever I choose to go. Stainless MLT's have consequences that need to be carefully considered, particularly a means of maintaining temps since they don't insulate as well as a cooler setup.
This is what I did: I designed my "dream system" that had every single thing that I wanted. It cost far more than what I wanted to spend right now, understandably so...it's a dream. I then redesigned the system, with concern for my current budget, while trying at every step to not purchase anything that didn't fit that dream system. In all, I was able to get down to about $150 in "waste" by doing it in multiple phases...and that "waste" could probably be recouped with a bit of creativity.
Anyhow, I don't know about you...but I learned a lot with extract brewing. Most importantly, buy want you want for later on...not what will do right now...because you might have to purchase two or three times to get where you want. I've determined well enough that I'm committed to the hobby and am done with throwing money away on stuff I won't need. So, I went big...and that's my 2 cents with no regrets...and I'm well past a grand into my all-grain setup.
Hope that helps!