All-grain brewing sounds like a lot of extra work, risk and equipment investment at first. It does take longer, but the results are worth it.
I would honestly recommend simply borrowing some appropriate equipment from a member of the club, but if you like to build it yourself with what you have, keep reading.
I tend to be about as cheap as possible because I started brewing while I was a student, and I have a relatively reliable all grain method that essentially cost me nothing to set up. According to this pint of Nut Brown, the keg of Squash Ale (Pumpkin Ale, except not) and the Ghosts of Batches Past, it works pretty darn well too. This will probably amaze some of the more experienced brewers when I explain exactly how low tech my system is...
== my all grain equipment ==
5.5 gallon stainless kettle (Tramontina, Wal Mart, ~$50)
3 gallon stainless kettle (Tramontina, Wal Mart, ~$40)
plastic bottling bucket w/ lid
sleeping bag/bed comforter/blankets
thermometer (Wal Mart, electonic, $12)
miscellaneous large-ish pots/containers
vinyl tubing (preferably safe up to boiling point of water)
large grain bags/cheese cloth
cotton string
wort chiller
gas stovetop
== Procedure ==
Before touching anything, I highly recommend reading and comprehending *everything* in John Palmer's chapter about what's going on in the mash from How to Brew. It is freely and legally available online. Also, remember that folks have been doing this since long before the days of high technology, so it is possible to make it work without anything too fancy. Add a pound or two extra of base malt to the recipe just to make sure. This is not set up for efficiency (actual efficiency is completely unknown; it seems reasonable).
1) Calculate mash water and heat to an appropriate temperature (usually about 165 F).
2) While the mash water heats, bag up the grain _loosely_. It is important to ensure space for expansion of the grain and good water flow between grains. Tie off each bag with cotton string to prevent grain seepage, and also in order to pull individual bags if needed without soaking your arm in wort.
3) Set the bottling bucket near the stove on the floor and arrange things so that it is easy to quickly and thoroughly insulate the bucket with the cloth material. Put the grain bags into the "mash tun". I find that placing each one in individually and flattening it seems to give the best results. The grain bags end up stacked vertically in pancake-like shapes. If the bag won't easily lay nice and flat, there's too much grain in it.
4) Once the mash water is at the proper temperature, use the vinyl tube to siphon the water into the mash tun. Avoid splashing. (see below) When in doubt, undershoot the mash temperature. (see below)
5) Cover the *mash tun* really well and wait 5-10 minutes and then take the temperature. Hopefully, it is right on target. If it isn't on target, see below.
6) Continue monitoring the temperature every 20-30 minutes. Also take about a teaspoon of wort out during temperature checks. Use it for two things : taste it (we're converting starch to sugar, so it should be sweet, or something is wrong); spread the remaining wort on a small, clean, light-colored plate and put just a drop of iodine or iodophor on it. If the wort significantly darkens, the starch conversion is not complete. DO NOT TASTE ANYTHING WITH IODOPHOR ON/IN IT BEFORE WASHING IT. (see below for more on testing starch conversion) Take notes on the temperatures and tastes; these may be helpful when trying to reconstruct something that magically worked really well with this crazy system.
7) Heat sparge water to about 175 F.

Once the starch conversion is complete, siphon off the wort. I have tried both fly (add hot water to the top while wort drains out the bottom) and batch (drain, fill, drain) sparging and I think fly sparging might work a little better. Usually this works better if all the sparge water is put in a second bottling bucket because it frees up those precious large kettles. Periodically taste the wort if fly sparging; the drop in sugar is noticeable. I stop sparging when my kettles are full or the sparge water lacks sugar. (see below for a "test" of the system).
9) Start the boil.
== Additional Information ==
Siphon with a tube?
Yes, I use my mouth. The wort is destined to boil for at least an hour, so those bacteria from my mouth meet death about an hour after they meet the grain.
Avoid splashing?
Yes. It isn't hard, and it avoids the dreaded Hot Side Aeration. If anyone has experimented with hot side aeration, I'd like to know about the results.
Undershoot the mash temperature!?
As far as I know, it is not possible to reconstruct the necessary enzymes for starch conversion. On the other hand, it is relatively easy to heat things up.
- Recovering From Incorrect Mash Temperature -
I have a full page version of John Palmer's enzyme temperature picture posted next to my stove. Overshooting the mash temperature WILL destroy the enzymes that convert starch to sugar for yeast. It will not immediately destroy them, so it should be possible to add some cold water and adjust the temperature (possible to calculate temperature and quantity, but I forget the equation at the moment).
Undershooting the temperature isn't all bad either. In my experience with this setup, I have drained the wort after 30 minutes because the temperature was too low and gradually heated it back up on the stove. Ideally, this won't happen because the insulation will be good and the strike temperature was right in the first place, but I have managed to lose a fair amount of heat on the last two batches.
- Testing for Starch Conversion -
Tasting the wort sounds fairly silly. However, as a cook and an El Cheapo, I tend to trust my senses. It works. Try it out.
The more scientific half of this testing is the iodine based test. Way back in some science class, most people have put iodine onto starch and watched the starch turn dark black. If it has been a while, over cook a little rice into a mush and add some iodophor (the sanitizer) or other iodine based substance. It will turn a dramatic shade of black. Trying this periodically with the wort will indicate how far the starch conversion has progressed. I have noticed that since iodophor has a rather dark hue to begin with, that for small samples of light-tone worts, too much iodophor can somewhat darken the wort even after the starch is converted.
- Testing for Sparge Completion -
Once the wort doesn't taste sugary anymore, empty all the sparge water into something clean and undo the ties on each bag. The grain in the *center* of the bag should taste more or less sugarless and rather nasty. If most of the little grain samples are sticky and sweet-tasting, sugar remains in the grain, and should be re-sparged.
- Wort Chiller -
I once tried to let a pot of hot wort cool overnight by setting it on the floor because it was about 2am when it had evaporated enough. When I checked the temperature of the wort 8-10 hours later, it was _still_ hot enough that I couldn't hold a finger too it. Everyone liked that batch of beer, and I'm sure that strange and wonderful things happened to the wort during it's high temperature "rest", but this isn't something I recommend. This also says nothing of the problems of infection. My wort chiller cost about $60. I bought 50 ft of copper tubing, coiled it to fit my pots and rigged up vinyl tubing to my sink as input and output. It works, but it's not pretty. It is cheap, and that's what this post is all about.
- Capacity/Limits -
The largest amount of grain I have successfully mashed with this system is about 15 lbs I think. I added 6 lbs of extract to it, because I wanted it to be STRONG! The beer was a Simcoe & Cascade hopped Trippel-esque brew made with WLP530 yeast, which was the first thing I kegged and the best beer I have produced to date.
The largest volume of material was probably the squash ale in my keg fridge right now. I mashed I believe 12 lbs of grain and 6.5 lbs of oven roasted acorn squash. As an aside, since if you read this far, I clearly have your undivided attention, I mashed the squash because everyone online says "the forefathers made pumpkin/squash/vegetable adjunct beer because grain from England was expensive, and starchy vegetables and squashes were practically free!" However, no where does anyone ever even suggest that these starchy vegetables require mashing. As far as I can tell, pumpkin and squash don't have a lot of sugar in them, even after roasting, so if they were historically meant to lighten the grain bill, how did that work if they weren't mashed! Plus the recipe is good and the name is funny (SaazSquash Ale... gee, I wonder what kind of hops are in it...)
- Epilogue -
If for some reason, you have read this far, have a homebrew! That's what I'm going to do right now. One I made with method discussed above.