Good for you man!! While many might recommend a baby step method towards all grain, I geared up between batch #4 to batch #5 an went from extract kit with steeping grains to all grain and I havnt looked back.
To get any idea of the equipment you need, look at the kits that companyie like Norther Brewer or Midwest Brewing sell. For some, they like to buy that way, but for me, it gave me the list I needed and I scrounged around till I got it together. Oh, and talk to your LHBS folks too.
As for technique, I did alot of reading! The complete joy of homebrewing by Pappazian was a great resource. And this forum. Have fun!!
"Sometimes Im right half of the time ...."