The thing that helped me the most when I was getting started was reading these boards. I learned so much from reading all of the posts that I felt totally comfortable making the jump from extract to all-grain. There are a lot of wise individuals with lots of experience.
Make sure to also check out all of the stickies at the top of this area, especially the "Have I ruined my beer", "pro/con analysis", and "fermentation can take 24 to 72 hours" stickies! Revvy also has a great bottling thread that is really handy when you bottle your beer!
Fermenting: Grand Cru, Belgian Dubbel, Nut Brown Ale, Saison Sans Soul
Kegged: Honey Amber Ale, Centennial Blonde Ale,
Gone but not forgotten: Irish Red