BobbyFromNJ has a great series on youtube that really gets into the details. If he'd only get his priorities straightened out and finish it ....
Once you run an all grain, you're going to say, "That's it?" Pick something with a small grain/hops bills and just do it. You'll be out $15 if you totally screw it up which is just about impossible to do. Cream of Three Crops would be a cheapy. If you're really concerned, try a BIAB. It eliminates the mash tun and would be very unlikely to get a stuck sparge with.