I found the two cooler setup has worked well for me, going extract to all-grain last January. I've done fly sparge with two coolers, I've also done batch sparge with one cooler. Both worked well.
One of the toughest challenges for me was getting the mash to 152 (or whatever temp you're looking for). Once I got my system down it was like old hat.
I thought my extract beers were good, but the all-grain brews blew them away. SWMBO even commented on the better quality of my beers now.
Lastly, the variety of recipes you can now tackle and create are almost endless. I love brewing as much, if not more, than drinking. :fro: