I do the same as many others have said.
Heat water above strike temp.
Dump the water into the Mash Tun to heat it up.
Once the water is down to strike temp I start pouring in the grain.
Depending on the amount of grain and the amount of adjuncts (corn & rice in particular), I will sometimes put in about half the grain in, stir well, then add the other half and stir it very well to get rid of any dough-balls.
Beer is like porn. You can buy it, but it's more fun to make your own.