I've been brewing awhile and have settled on a process very similar to what Woodlandbrew says.
Just get yourself a 5gallon cooler (mine was $13) and a paint strainer bag (2 for $2 or so). People will say to get a 10g, and you can, or start with a 5 gallon, and add a second one later. The paint strainer bags that fit the white platic buckets fit a 5 galln cooler perfectly.
Treat your TOTAL volume of water needed, heat it, then dump the amount needed into your cooler for mashing. Do your mash runnings into another food grade white bucket, and then do a dunk sparge with the grain bag directly into the remaining water in the kettle. You can add a second batch sparge in the cooler if you want before the dunk sparge. My dunk sparge usually nets 1.015 that I add the mash runnings into. Boil as usual.
This system nets impressive efficiency in the 80s with easy work, and is only limited by the grain capacity of the cooler. I regularly make 1.070 Belgians, and it works perfectly for my needs.