First things first, if you were making a 5 gllon batch, your gravity should give you a beer somewhere around 7.5%, not that high, or at least not enough to require the high gravity yeast. The one vial might be enough, depending on how well you areated the wort. A starter would have been better though. Also, assuming you didn't boil the grain, you should be fine in that department. You should end up with some kind of porter or stout.
Now the big question. All grain brewing just requires more equipment and time. It is not necessarily more difficult. The all grain process is just the way to get the sugars out of the grain. Malt is soaked in hot water so that natural enzymes break down starches into fermentable sugars. This is the mashing process. A simple ale could be 154 degrees for 1 hour. Then you have to seperate the grain from the sweet liquid. This is called lautering. Usually more hot water is run through the grain to get even more sugars out. This is called sparging. The liquid is collected in a pot and boiled just like you would for extract brewing.
All of these extra steps require equipment that you can make yourself if you feel handy around the house, and it is definately cheaper that buying all of it. If you haven't already, read about all-grain brewing at www.howtobrew.com
to get a better idea of the process. There are even plans in there for the equipment. I would follow the advice of your local homebrew supply. Definately get a good handle on extract brewing before making the jump to all-grain.