My brewery resides in Columbia Missouri. Like most craftbrewers, I try to make as much equipment as I can to cut back on expenses. By doing so, I'm able to put that extra $$ towards ingredients which in the end makes not only better but more beer. There are A LOT of brewing sites that show you how to make the equipment that I have made below fairly easy. Trust me, some of this stuff may look like it was complicated to make, but in the end it just takes some time and patience.
When I started brewing outdoors I used a turkey fryer to do most of my brewing and would sit it on some tables etc... for leverage. I got tired of having to set everything up, so one day I just decided to build my own brewing stand. Now most home brewers brew stands are made from welding steel railing together and since I didn't know how to weld at the time and didn't really want to pay someone to do it for me, I decided to build my brew stand out of wood. I was also worried about putting turkey fryers up on a stand, so I decided to incorporate the burners directly into the stand. As an added precaution I added some flashing to the inside of the wood (to avoid charring) and decided to apply some Thompson's water seal to the wood for added protection. The wood is treated lumber and the slated bars are all stainless steel (I got them really cheap at a store closing, i.e., 2 for $2) and the structure is on 6 heavy duty swivel casters (can hold roughly 350lbs). I use a counterflow chiller to cool the wort after the boil is finished. Here is a link to other homebrewer's brewstands.
My mashtun is made out of a 48 quart Ice Cube Cooler. I usually only do 5 gallon batches, but with this size cooler I have been able to do 10 gallon batches (and some larger gravity beers). I use a stainless steel hose braid that can be found in plumbing sections of most home improvement stores when I batch sparge (sparging is the rinsing of the grain bed to extract as much of the sugar from the grain as possible without extracting tannins from the grain husks). I have 2 mashtuns so that I can mash two batches at the same time.
My boil kettle is basically the same type of keg as my HLT, the only difference is that I didn't include a thermometer or site gauge, and I added a 'Bazooka T screen' that helps strain out the hops when siphoning after the boil. Please notice how the top of the keg is cut off so that adding ingredients and stirring the boil is easy to do. I have 2 boil kettles so that I can brew two batches at the same time.
Some things in all-grain brewing are certainly more important than others and the crush of the grain to me is one of the most important. The grains must be crushed in such a way that the kernel is ground very fine, not into flour however, with the grain husk being left as in tact as possible. I use a cost-effective barley crusher to mill my grain.