The next step many make for cooper's style kits is to using an extract with steeping grains kit/ They are better quality and the steeping grains give the beer bigger depth of flavor than a straight extract beer.
After I did some of those, I started playing around with non kit recipes from this site, and I also started playing around with recipe formulations....I started using free online recipe calculators like this one,
Beer Calculus . homebrew recipe calculator which helped me understand how the different ingredients affect each other. FIrst I started typing in these recipes and playinig with them to see what a pound of such and such grain did to the SG of the beer, or how this hop made the beer more or less bitter.
At the same time I started reading more and more about the different ingredients I was using....I found that googling the names helped get me a lot of info on them, plus reading articles and catalogs and books about it.
The BJCP style guide was a big help too, learning the numbers, OG, FG, IBU, SRM's ranges for different styles.
BJCP Style Guidelines
Next I formulated a couple of my own recipes and played around with that, making them better or different.
My next step after that was transfering some of my recipes from extract to partial mashes, where I would get the largest amount of my fermentables from mashing my own grains, and then adding some extract.
Around this time I also played with harvest my own yeast, both washing and bottle harvesting.
After that I made a cooler and started doing 2.5 gallon All grain brews, converting those Partial Mashes to All grain, and brewing them on my stove top...
After that I got a turkey fryer and wort chiller so I can do full volume boils and started brewing all grain, brewing some of the recipes on here, and creating my own...
I also still do some extract with grain recipes, Partial Mashes, and 2.5 gallon stove top brewing, depending on my mood.
This winter I tried my hand at brewing lagers instead of ales, since I discovered a few that I like and was able to have some form of temp control....
I also tried my hand at brewing some strong ales, and playing with different yeasts, then my usually clean ones, trying yeast that added their own character to the beers.
A good thing to do is to try brewing Single Malt and Hop Beers where you brew very simple beers to get an idea of how different hops work with them, or different yeasts...it's a really good way to again get an idea how, like cooking, diffeent ingredients play off of each other.
As you can see, I didn't just jump from one technique like extract to all grain, I also tried to learn as much as I could about ingredients and recipe creations as well.....An I also tried to perfect my processes, like bottling, yeast harvesting, things like that...
I still have a long way to go, there's a ton of stuff to learn, different ways to brew to explore, and new styles to try and brew as well...
There's a huge amount of things you can do in this hobby.