I have been mostly buying recipe kits for most of mine, but partial mashes. So some extract, and some mashing grains in a bag. I can share the recipes if you would like. PM me your email if you would. I have ingredients here for a couple all grain recipes. I am looking forward to trying out the mash tun.
It can be a money pit if you are a gear nut. My gear is not fancy (apart from the lab glass, see below) and my tastes run toward table beers so I don't spend that much. All grain is cheapest if you buy grains in bulk (on pallets). I've got a few hundred pounds of grain at the moment: standard 2row, MO, wheat. I also culture pure yeast strains which can really help control the costs of using exotic yeasts. I have a brewing page online and also some advice for beginners.
I think I am going to have to buy some grain in bulk, maybe 50 lbs at a time though. I will need to read your blog about yeast culturing. I did get to try the new mash tun over the weekend. Worked great! Still need to work out some details on the process/equipment, but for a first run it went well.