I am an all grain brewer. I started brewing with a guy who had a lot of experience, so we began to do all grain brewing about a year after I started brewing with him.
I have a simple brewing setup. I use a round beverage cooler as a hot liquor tank, and another for my mash/lauter tun. I have a 10 gallon polarware pot for boiling. I have added just a few things to my setup for convenience, too. Both coolers have "kewler kit" ball valves, and I use a rotating sparge arm. I built a simple wooden stand so that I can take advantage of gravity: the HLT sits on the top level, the mash cooler sits on the middle level, and the boil pot sits on the bottom. I use a simple immersion chiller when the boil is done, and I have an inline oxygenator to give the yeast a kick. Everything is currently fermented in glass carboys.
I have found a few things that I swear by. I like to buffer my mash water and sparge water with Five Star ph 5.2 stabilizer. When my mash is done, I like to pull a "thin decoction" and boil it to raise my mash to 170 degrees for mashout. And I make sure that when I add my strike water and grains to the mash tun, I add them gradually and stir thoroughly througout the addition to make sure everything is very well mixed to avoid dry pockets of grain. A good yeast starter, oxygenation of the wort, and daily (or twice daily) agitation of the yeast in the fermenter are also really helpful.