So you have brewed extract brews and are beginning to feel the urge of expanding your process. When doing extract most of your equipment is in the fermentation and conditioning steps of the brewing process. With going to all grain this will switch over to the Wort production phase.
Assuming you have a basic brew kettle, fermenters, bottling bucket, and bottles or kegs. The equipment to make the switch over to all grain are the following:
You will need to most likely upgrade your brew kettle. To do an all grain batch you need a kettle at least 30qt or 7.5 gallons. Since you will be collecting 6+ gallons of runnings before you begin boiling.
Since you will be boiling 6+ gallons a kitchen stove is normally inadequate to do the job. A turkey fryer or propane burner is a common method of acquiring a heat source that is great enough to get a boil "rolling".