Mashing aside, your best options for improving your efficiency are:
1) A good crush on the grain. This is vitally important. My LHBS performs crushes for us at no charge but it's a very coarse crush. I always have them do a second crush on my grains. This has improved my efficiencies from 70% to about 80% just on the crush alone.
2) For anything over 1.050, use a healthy amount of: Yeast nutrient (DAP based), servomyces and one minute of pure oxygen. I like brewing a lot of high gravity beers and this seems to always get me over the 1.020 stuck fermentation hump. I have a steel diffuser and stem O2 kit from Northern Brewer and just buy the little pure oxygen tanks from the welding supply areas of Lowes and Home Depot. A good one minute blast just after pitching the yeast is perfect for oxygenating the wort.
3) Switch to a grain tea for your roasted and specialty grains. For any of your grains that don't require mashing (anything roasted, crystal malts, etc.), put them into a big sanitized grain bag and soak them in two quarts of distilled water per pound for 48 hours. Swish and dunk the bag a few times a day and keep a lid over the tea container, then just remove the grain bag and you have a very mellow grain tea left over. This extracts all of the roasted sugars without any of the tannin and astringency producing compounds. Add your tea to your boil at any temperature without worry about extracting anything astringent.
4) Always mash on the low side. I prefer around 150f for 75 mins. Never ever let the mash get over 160f or you'll halt the sugar conversion process and get a terrible extraction/efficiency. I never do step mashes as temperatures are too hard to dial in and hold on my setup. YMMV. Also, even if my thermometers are off calibration by +/- five degrees, it's no big deal at 150f.
5) Keep a few lbs. of extra light LME on hand if something goes completely wrong. If you're way off target on your OG, you can always return the wort to boil for a few minutes and add a cup or two of LME to the wort to bump up the OG.