That is amazing, I started with all grain as well.
This is what I bought in order to start brewing (The basics), later on you can buy more things in order to accelerate the process or make it more simple.
This is what I bought and have been using I hope it helps, but I would like to remind you that there are many ways to do and approach the same processes.
I might have forgotten something, but here is the main equipment.
A key I have found is Patience, be sure to have it before you start brewing.
 Milling
You can crush the grains in different ways, but you have to remember that your efficiency might not be the same as if you were using a mill or you can buy crushed grains.
 Sanitizing
Oxi-clean
Star-san or Iodophor.
 Heating water
1. A burner – You can use a stove, so it might not be necessary, but believe me, it will save you a lot of time and effort. I decided to buy one after spending about 2 hours just waiting for the water to boil.
2. Brewpot – Stainless Steel is recommended, although I have been using an aluminium one since it was way much cheaper and I had no idea if I was really going to like brewing as a hobby.
Note: You can use one brewpot, but two of them will save you more time in the sparging process.
3. Spoon or paddle - large enough (stainless steel) but you can use a wooden one I believe.
4. Thermometer.
 Mash
1. A Mash-Tun. - You can search how to make a mash-tun on several sites (This is one of them).
 Sparging
1. A second brewpot so you can heat the water and do a proper sparge while draining the liquid from the mash-tun into the first brewpot.
2. A heat-resistant cup – So you can re-circulate the liquid (wort).
 Boiling
1. A stove or a burner.
2. A spoon or paddle.
3. Thermometer.
4. A scale will be of great help to measure the grams of your hops, etc.
 Chill
1. Something to chill the wort. I have been using a large container with buckets of ice, but I am planning to buy a wort chiller, which will speed up the process. Since I don’t brew that often I have been hesitant about it, but I know it will be cheaper in the long run, since you have to constantly buy bags of ice (at least in my case).
5. Colander – It is not strictly necessary, but it can help you to remove a lot of hops or you can use a hop bag in the boiling process.
 Testing
- Hydrometer
- Hydrometer test cylinder.
- A way to measure PH (PH test strips are your best option).
- Wine thief or something similar to gather the liquid from the fermenter and measure the gravity.
 Fermentation.
1. A fermenting bucket. (I bought two fermenting buckets of 7.9 gal, which have been of great help).
2. A bung or stopper.
3. An airlock.
4. An atomizer Not necessary although it is really helpful so you can spray and sanitize your equipment during the fermentation.
 Bottling
(I only have experience in bottling).
1. Bottles.
2. Something to clean the inside of the bottles.
3. Caps.
4. Bottle capper.
There are several options, here are two, depending on what you intend to buy and use.
Option no. 1
1. Auto-siphon.
2. Bottle filler
Option No. 2
1. Bottling bucket.
2. Spigot.
3. Bottle filler.