i just use the extract as my base malt and the grains i use would just be for flavour, aroma, head retention,
etc. I steep them in hot water, in a grain bag, before I add the malt extract and hops etc. this way you do not need a mash tun. remember the grains you can steep are limited. you can't do a brew with just steeped malt, you have to either use extract or mashed 2row/pilsner etc.
this is a good middle ground between all grain and straight up extract brewing. for more info check out how to brew.com there's a section on extract and specialty grain brewing.
oh, and I'm brewing in wonju. good beer .com seems to have even less in stock than beer school at the moment..