I did the progression through most of the methods when I dove into all grain (after two batches).
Started with BIAB and that was OK for a while. I even used an aluminum kettle (modified LARGE stock pot from a restaurant supplier).
Then I built a cooler mash tun with the long (round) screen to hold back the grains when draining the mash and sparging.
That's when I also went through a couple more boil vessels. One Blichmann and then I made a keggle (still have the keggle).
Made a keggle mash tun not long after and got rid of the cooler setup.
Through most of that I used one Blichmann propane burner. First on the standard legs, then the longer ones (to gravity feed).
Started with a immersion chiller (that I made) until it just wasn't fast enough. Purchased a large (40 plate, 12" wide) plate chiller from Duda Diesel (great product) and it chills FAST with the water in New England.
When I got back into brewing earlier this year (nephew wanted to get into it), we finished the brew stand that I had started about 6 years ago. Installed the two burners, two March pumps (Chugger heads), and made a mount spot for the plate chiller. Initially I was using a plastic box with switches connecting to both pumps. After a couple of batches I tossed that and just installed some square tubing to use to mount toggle switches directly on the stand. Those are between the pumps and chiller. With the military style protective covers, I don't worry about them getting turned on by accident.
I had also bought a Barley Crusher (brand and product) to crush my grain since I got in on a group buy. That didn't pass muster, so it got replaced by a Monster Mill crusher that kicks ass (2" hardened steel rollers FTW!). This year I motorized the crusher (motor from Monster) and have it mounted to a cart that I made.
This year also saw us make a fermentation chamber since the basement temperatures were just too warm for the yeast I like. Warm as in about 20F higher than the previous year. No idea why, but we took care of that. It's now back into reasonable temperature numbers.
I also built a HLT before we started this year to make things easier. That's another keggle.
Bottom line from all that? IF you're handy you can MAKE a LOT of the gear you'll use. A lot of this is not rocket surgery too. Plenty of info out there on how to configure things and such. With a wide range of methods to get the end result. I made the sight tube/gauge on the boil keggle and am making one for the HLT before our next brew day. Having a milling machine comes in handy.
I'm thinking about changing my setup once I move (hopefully within about 9 months). Thinking of getting an electric system from Spike Brewing. Will decide when it's time as to the size and such (leaning towards the 20 gallon sized setup). I'll have to make sure the place is configured for that before buying though. Still hope that I get it not too long after moving. It's not a cheap system, but it's also not the most expensive out there either.
I would suggest getting at least one actual brewing kettle even with going BIAB. Also make sure you have a way to heat up sparge water for use once you've drained the first wort. You'll also need something to put that in while you sparge. Which is why a good number of us have a three vessel system. I still have the thin stainless 5 gallon pot I picked up to heat sparge water all those years ago. It hasn't been used in more than a few years.