I just made that transition ( assuming my first batch is good coming out of the secondary). I got the 10 gal all grain system from NB . I did the fly sparge on this batch and the next batch in a couple of weeks I will do the batch sparge. If it goes as well as most people report, I will be sticking with it and as a result prob could have gotten by with only the single 10 gal cooler with false bottom for mashing.
I did have to buy a 10 gal kettle ( from SSBrewtech which is really nice). So the next batch I will plan to heat my mash and sparge water in my old 5 gal kettle and dump directly into the mash tun.
That's what I will do, but I am super new to this..... But wishing I started 20 years ago as it is a lot of fun and interesting to learn as I go. And this forum is priceless for advice, guidance and reassurance.