All-grain brewing is, as the kids today say, da shizzle.
I've got a nice wet blanket here to throw on the enthusiasm, however.
Before you go dropping coin and effort on an AG setup - regardless how Frankenstein - take a look at your fermentation. If you're going to spend money, time and effort, spend it on fermentation
first. What goes in to your beer means nothing if you just dump in some yeast and stick the fermenter in a corner.* Yeast are your only living ally in the brewing process. Your actions in managing them influence their performance.
If you don't have the means of growing your own yeast starters, get it. Controlling the health and amount of yeast pitched is crucial.
If you don't have the equipment to control your ferment temperature, get it. There are lots of methods, from wet t-shirts to digitally-controlled freezers.
Your beers will improve
dramatically if you learn about managing fermentation and implement solid procedures. Once you get that under control, go ahead and learn about mashing.
That's what I'd do - hell, that's what I
did. You'll thank me for it.
Cheers!
Bob
* Frankly, I'm never less than stunned at brewers who agonize over what grains and hops they use, their water chemistry, etc., and then just dump in a sachet of yeast and let the bucket sit in the basement. [sigh]