The next true big step in brewing is mashing. This is a time consuming process that allows full control over beer making. I found though that the best way to learn the mashing process is by doing a partial mash. This allows for mistakes that come from learning the process, while allowing the beer to come out at least half way decent due to the use of a quantity of malt extract. I have made world class beers doing partial mashes, as the malt extract flavor (yes, extract usually has a distinctive flavor) is less pronounced if the mash is done properly. I know it is natural to want to jump right into all grain, but I think it is important to firstly make certain that spending large amounts of time and money on brewing is in the cards and interest in brewing will remain for a long time. For sure, the love of the process will make for better beer. With a partial mash, the time of the full mash is required, but on a smaller scale. I used a pot for the mash on the stove, and usually mashed anywhere from 4-6 pounds of grain (base malts and specialty grains). The process can be found in any number of publications and the purpose of this site is not to provide step by step instructions, but to give tips based on my experience. The Papazian book is where I got my partial mash info from as there are recipes and instructions there.
A few notes:
We purchased a giant sized strainer, and once mashing was complete, poured the grain into the strainer over the brew kettle. Then we would pour some sparge water over the grains to rinse them and extract more sugars. We found the giant strainer worked well but it is only a suggestion and not the only solution.
Grain quality means something! I have a fond dislike of Briess malts. It is an American malt that has a distinct acidic flavor to it that to me tastes unpleasant. I recommend using quality German malts such as Weyerman, Avangard, or Durst (pilsener malts) or quality English malts from any number of companies. Muntons is the cheapest, and is on the bottom rung of quality. Crisp and Thomas Fawcett better choices among others, depending on what the local shop has to offer. There are also quality Canadien and Belgian malts that are available, and there is Golden Promise from Scotland which is used to make Scotch (and beer) over in Scotland. Brew shops can crush the grain if requested. Of course to crush grain at home a malt mill is required. I know it is tempting when making American style brews to use American malt, but better beer is made with better ingredients. Spend the money and never look back. Do research when brewing a new style so as to select a proper malt bill for the mash.