This is what I did. It doesn't have be expensive.
I tried BIAB, and I made some very good beers that way. Ultimately, I moved on to the Mash tun because its just easier, and the cost to try it out was very low.
I got tired of constantly babysitting my BIAB mashes. Add a little heat, watch temp, add a little heat, etc... Lifting the heavy bag and trying to squeeze it (rather than super easy batch sparging). Then cleaning the bag, which is more difficult than dumping a mash tun.
After my fourth BIAB batch, I decided to switch. I took a 40 quart Igloo that I already had, bought a close nipple a couple of washers, a ball valve, a coupling a hose barb and a bazooka screen, and I haven't looked back. Cost $30-$35.
Mashing, even without the budget HERMS I added, is much more set and forget in an insulated cooler than in a BIAB kettle. Cleaning it is as simple as dumping and hosing it out.
My first HLT was a old used igloo water cooler that I got for free and fitted a ball valve to total cost (about $10-12), and I still use it much of the time.
Anyway, I am very happy with the decision to move to all grain, and then to a three vessel system. Even though I made some very good beers with extract, and still do sometimes, the all grain beer is just better. I also have more fun planning recipes from scratch, etc.
Good luck on the move to all grain, and have fun.