my last batch was my first all grain. i undershot my absorption rate, but other than that, it went pretty well. i ended up with the gravities i was shooting for, and just a hair under two cases. i watched a lot of youtube videos on all grain + batch sparging. also, a lot of reading here in these forums. those two sources helped A LOT.
i'd say what i probably could have been more prepared for was all the heated water that i needed. but even that wasn't much of a setback. you actually have a lot of time in between mashing and boiling and transferring. so getting thingss all set up, weighed, and ready to add into the boil helps too.
i'm very eager to do my second all grain batch, which is scheduled in three weeks. garde de biere. i'm hooked on farmhouse beers!
edit - yeah, like what andy said above, get a good beer to sip while brewing. oh, music, i like good radio. also, send the wife and kids shopping or something. lastly, invite a buddy over.