You are going to want a burner of some kind before too long. It is much easier to get 6+ gallons of wort up to a boil on a propane burner than on a gas stove. I don't have a Blichman burner, so I am not the person to ask whether it is worth the money versus a different kind of burner. I bought myself a turkey fryer set up for like $60 and I use that. I am planning to build myself a brewing structure before too long, so I am holding off on buying a better burner until I figure out what my structure will look like (i.e., I may build a steel structure that has burners built into it).
On the all grain front, you can do BIAB without any additional equipment; you just need a big mesh bag that would cost less than $5 at you LHBS.
If you ultimately want to go the cooler route, they are really easy to make yourself as opposed to buying them premade. I was intimidated about it at first, but was able to convert 2 coolers to a mash tun and HLT and make my own homemade sparge arm out of copper pipe over about 2 hours one Friday night. The hardest part was actually the hour or so it took me to find the parts at Home Depot (and the two other trips I had to take to find the coolers at an ACE). If you are interested, send me a PM and I can try to find the link to the YouTube I watched that gave me the confidence (and I can send you a picture of my sparge arm).