Do an all grain version of a previous extract beer that you are familiar with. It will let you identify the benefits of all grain and areas of improvement in your process. One thing to note, is that if you are using a kit from NB you will want to plug it into something like BeerSmith or an equivalent program. It will let you know exactly how much water to use, and what temperature it should be for your equipment. Before you start all grain brewing, do some tests on your equipment to see how much heat your mash tun absorbs (will want to pre-heat it), how long it takes for you to reach a full boil, how much you boil off in your brew kettle, etc. Do a dry run of the process in your head, or set it up and do a mock-brewing session where you say "now I'm doing this". It may sound stupid, but you get the process ingrained and it starts to become muscle memory. My biggest problems when I started all grain brewing, were hitting the right temperatures, so prep-work helps out a lot. Make sure you have plenty of extra water that is prepared the way you like it (filtered or whatever). If BeerSmith tells you that you need 9.2 gallons of water for brewing, have more.
Words of wisdom...
... Make sure your valves are shut before adding liquid, don't turn on the heat before adding wort to the brew kettle, clean your equipment in advance so you have less work to do, make sure you have enough propane, make a wind guard if it's windy, keep a siphon and pitcher on hand, know where your essential tools are before starting, don't use a glass thermometer, prep your yeast at least a day in advance, keep an eye on your burner, prep for boil-overs (depending), keep a towel handy, don't clean out the mash tun while it's hot, don't leave the mash tun full to "clean up tomorrow", clean everything as soon as you're done, check the local weather before brewing, have some DME/LME on hand (if you want to increase gravity a bit), and above all...have fun!