Here is the brew kettle I just received:
http://www.ebay.com/itm/130722410669
$120 for a 32 Qt SS pot with SS valve and thermometer. It isn't as heavy as my normal 14 Qt stock pot, but it holds water just fine. As long as you don't run it dry, this shouldn't be a problem. The cool thing about it is it is inductive capable, even though it does not list it. I tried it out on my inductive cooktop
MLT consists of a $45 10 Gal Rubbermaid Cooler, a $3 3/8 in nipple, a $3 3/8 FIP/Barb fitting a $8 3/8 in ball valve, a $3 3/8 MIP/barb fitting, $3 worth of washers and a SS Screen scavenged from a SS sink hose (I already had it, so no cost. To buy one you'd be out about $5) All told, about $65 for a 10 Gal MLT....about half what you'd spend at a LHBS. You could roughly double the fitting cost to move to SS if desired, you'll still do better than a LHBS.
And honestly, if you have a kettle large enough for full extract boils, and a second pot for sparge water that is at least half the size of the boil kettle/batch size, all you really need to get into all grain is a large nylon bag and a strainer basket that will fit over your kettle. Not the easiest way to get it done, but it would allow you to get your feet wet before getting more gear. I didn't think $65 was too much to get into all grain.