GoneFishing, I know it's probably too late now but I use a $10 2 gallon drink cooler for mashing in, it holds temp very well and I found a grain bag that fits right into it. When the mash is complete I lift out the grain bag, let it drain and then sparge in my brew kettle. The only drawback is that I'm limited to about 5# of grain total.
The crock pot might be an idea, but you'd want to test it first and make sure it won't get your mash too hot. If you test it for an hour or so (with water, on low heat) and it doesn't get over 150 then it should work.
The idea of a smaller bag for the corn and rye could have merit. I hadn't thought of that...