I've been running a direct-fire system that has worked fantastic so far (and I feel guilty now for not posting on it sooner). I heat my mash in a 21 qt. enamel coated canner, then found that it will conveniently fit in a large, very thick walled styrofoam cooler that I got from Omaha Steaks last summer. It doesn't even drop a degree in 1 hr., and I can do step mashes - with the same set it & forget it benefits of a cooler MLT. I can run my electronic thermo with this setup, too. Mash-outs are a snap, and then I dump it into a food grade bucket that I fitted with a ball-valve and SS braid (this too fits in my cooler). I can then heat the sparge water in the canner while waiting to mash out. I can sparge back into the canner and heat the first runnings for the boil. Drain off the second runnings and you're on to the boil. There's your CHEAP way to direct fire mash. I have 20 bucks into the canner, and 30 into the Lauter Tun.
Relentless pursuit of better beer