I made my first all-grain beer yesterday. The setup I used was less than ideal, particularly given the volume of grain I used and the size of pans available to me (I’m doing this in someone else’s kitchen), and so my efficiency wasn’t great (I got about 20% less extract from the grains than I had hoped), but ok for a first go.
Still, I’m inspired, and with a better setup will be able to mash with much better efficiency and results. I suffered from not being able to stir the grist (grains and water), or being able to sparge (rinse) the grains fully, simply because I had five pounds of grain and 5 quarts of water in a 1.5-2 gallon (US) pot. This wasn’t really big enough (I should have done a smaller batch probably), which caused my loss in efficiency, but it was a starting point.
The point that I take away from this though, is that you can all grain brew with a basic setup – everything you’d need for extract brewing, you just need to use it differently and do a few extra jobs.
A Storm Brewing 