One of the easiest ways to transition into all grain brewing is to use the Brew in a Bag method. When I moved and lost my larger brewing equipment, I had run into the problem where my new small brew kettles could not hold all the grain required for a standard 5 gallon batch.
So I have devised a system where I can mash my grains in a 5 gallon bucket instead of using a kettle on a stove top. Essentially, if I can make a lauter tun out of plastic buckets, then I can mash in one too. Here are the items required: