The Mash Tun
Rest assured that a simple insulated cooler with a manifold―a circular or rectangular perforated set of tubing to separate the wort from the grain―and controlled outflow is sufficient for competent mashing. No need to drop significant coin on this item: make it yourself. Concentrate on the manifold, making sure that there are plenty of correctly-sized perforations and that it will not come apart during manual agitation of the grist. The bane of all-grain brewing is the stuck mash (a poorly set grain bed that prevents wort/grain separation) and a well-designed manifold will go a long way towards avoiding them.
An often-overlooked aspect of homebrewing, and one that can either enhance or derail the experience significantly, is the correct coarseness of the crush or mill. It is something over which there is total control. If too coarse, extraction will be poor and, while not devastating, will no doubt grind your attitudinal gears. A crush too fine will leave you mumbling to yourself for the better part of brew day. The problem is compound: pulverized barley passes too easily through both the filtering husk and the manifold. The likelihood of the dreaded stuck mash increases dramatically, and could take a couple of hours to fix. A fine crush also destroys the integrity of the husk, vitally important for proper filtration of the wort via lautering. Roller mills are the best, with spacing around 0.040”, or about 1 mm. Collect a handful of grist straight from the mill and inspect it: the husk should be relatively intact, and the kernels cracked.
Mashing and the Grain Bed
Getting the mash set up is pretty straightforward, with the simple objective of converting the malted barley enzymatically to a fermentable wort. Good conversion creates a highly soluble wort, one that it easy to run off. Tailor your basic recipe around a brew that is neither too thin nor too dense on the palate, and shoot for the midpoint of the conversion range, around 150° to 152° F, using a single step infusion. Heat your strike water (the water you mix with the dry, milled barley) 10° to 15° F above the desired mash temperature, five quarts of water per four pounds of crushed barley, and add the grist to the water-filled tun. This allows you to monitor the temperature of the water prior to strike, and keeps the finer particles from silting to the manifold.
Mix thoroughly for about two minutes, and check the temperature at several spots over a few minutes. Adjust with hot or cold water. Stir every five minutes during the first half hour of the mash and then leave it alone for the next half hour to allow the grain bed to stratify naturally. Check the temperature frequently over the entirety of the mash.