I'm in the same process as the OP but lost all of my current brewing equipment in a house fire. I've spent the last 3 months researching everything I can to facilitate the move to all grain brewing. I wanted equipment that will keep me brewing for a while before I need or want to upgrade any further.
What I've learned from the knowledgeable people on these forums and scouring the internet is as follows:
1) Figure out a budget and try and stick to it.
2) you will need a Hot Liquor Tank (HLT), Mash Tun (MT), and Brew Kettle (BK) and ways to control the temperatures.
3) You will need to be able to strain out (Sparging or Lautering) the wort after soaking the grain (mashing) to get all of the sweet goodness out of it. Your MT will have to have a way of doing this while maintaining tight temperature tolerances. This can be accomplished with a heated Kettle and false bottom or a modified cooler.
4) Always try to go as big as you can afford. If you even consider making bigger batches get kettles big enough to grow into in the future. 20 gallon kettles will easily do 5, 10, and possibly even 15 gallon batches but an 8 or even 10 gallon kettle can't do much bigger than 5-7 gallons. With extract you need a lot less space than you do for all grain. You don't create a concentrated wort then dilute it like you do with extract.
5) You don't need to have the best of the best. You may love the bling of the Spike, SSBretech, and Blichmann products but unless you're a hard core brewer that has to have the best, you can still get by with used, modified, or basic kettles. Many people here modify old kegs or new stainless pots from restaurant supply houses and coolers for their HLT, MT, and BK. Just search for brewers hardware or stainless brewing for fittings to build your own. But, If it's within your budget, by all means buy what you want.
6) Consider your workspace requirements. All grain brewing takes more room. Many people build "Brew Sculptures" to consolidate their equipment into a smaller more efficient workspace.
7) Get ahold of an instructional video of the all grain brewing process and watch it many times or watch a friend do it. I can't tell you enough how seeing it done will give you a sense of what you need and what's important.
8) Temperature control is the key to All Grain Brewing so focus your upgrades in this area. You can have the best equipment money can buy but it won't be worth a damn if you can't control your temps.
9) Think about your water source, filtration, and sanitation. You want good clean filtered and not softened water for brewing.
10) Come here and ask lot's of questions, there are more friendly people here that want to help than anywhere I've found!
I may be off base on some of my suggestions because it's all based on research and not experience so I'm sure some of the more experienced brewers will chime in on what I wrote above. But, this is what I've found to be the areas to focus on in my research for switch from extract to all grain brewing.
