Since I started brewing back in 1989, I had brewed exclusively by extract. I always appreciated the technical aspects of all-grain brewing, as well as the additional control you get over your ingredients. But, I simply didn't have the additional funds to shell out for two additional containers (mash tun and lauter tun).
One of my online brewing friends has been after me for some time to try all-grain brewing. I had several reasons not to. I liked my beer, I didn't have the money, and, since I live in a small apartment, I didn't have the space to either store additional equipment or do a full-volume boil.
Then, everything changed. Listening to my favorite podcast, Basic Brewing, I heard about a new brewing technique called Brew-in-a-bag. It apparently solved all the problems that had stopped me. The only thing I had to buy (and store) was a large nylon bag, 5 bucks. I could do that.
This picture shows my brewpot, with the bag lining the inside. All I have to do is heat my water to 165°, dump in the grain, cover the pot, and wait.
The grain is in the pot, inside the bag. After the hour is up, all I do is pull out the bag, and got onto the rest of my process.
By using the bag, I can use partial grains for any recipe, or I can do a small-batch all-grain beer. I would recommend this method for any brewer.
Check out http://basicbrewing.com for the details, and give it a try.