1 - your ebay link is already dead
2 - all you need is a cooler (10 gallon), some cpvc, a drill with a small drill bit, some tygon tubing (< 1/2 foot) and a plastic isolation valve.
3 - don't worry about a sparge arm and all that junk. Seriously. Unless you spend time here researching etc you will be wasting you money.
4 - the turkey fryer and burner will help shave time off with your sparge water but that is all. I use one to heat my sparge water while I am mashing.
5 Here; read this: Bobby_from_NJ all grain
Read it all but the last portion will help you plan out your brew day.
I will post pics of my MLT here in a min but seriously... There really isn't too much you need to buy. Anything you purchase beyond the cooler will only shave time off your brew day. With a cooler properly modified your looking at a 4 hour brew session all grain (once you have your technique nailed down).
Back in a minute. Gotta grab the camera.