You can see what the all-grain world is like in steps. For your extract brews that use steeping grains, treat the steeping just like a mash...control the amount of water (~1.5qts/pound of grain) and control the temp (~150-155) and see how that works for you. Batch sparge as if you are mashing.
Once you are comfortable with that, try a partial mash recipe. Your process will be the exact same as the modified steeping except this time there is actually enzyme activity taking place (because you are using malted base grains now).
If you like how all that goes, step over to all grain and the same process as above is done with the entire grain bill (hence the need for a large mash ton and bigger kettle).
The nice thing about doing it this way is that you have brewed a few beers, your pipeline is filling, and you should have your own brew to drink during that first all grain session