I own a 10 bbl brewery (www.yellowhammerbrewery.com) and what it takes is a lot of time and money. Architecs, lawyers, graphoc designers, blood sweat and tears. And kegs. YUou need a lot of those.
It can certainly be done and it can be done on a budget but to really make anything worthwhile you are going to need to spend over 100K, and reality much mroe than that. The point of opening a brewery is to open a sucessful business. You establish a brand and produce a product that people consume. It's hell of a lot of work, but it is also awesome and has great rewards.
As far as "selling a few kegs", aside from the legality issues and license expense (I think we pay the ABC $1000 per year for the priviledge to sell beer) my only question is .... why? You will not ever be monetarilly compensated on a 10 gallon system and in the end if you are brewing for 6-8 hours to sell a couple kegs you will basically be paying to sell your own beer. Doesn;t make sense to me one bit. If it is just about the gratification of people enjoying your beer you can do that far easier on the homebrew level.
+1..!!!!
As someone who seriously wanted to go the nano route I am so glad to hear people with some experience give advice like this! The real reason I wanted to open a brewery is for the personal satisfaction of people enjoying my beer. You are right it IS far easier to do on the homebrew level and with a lot less headaches.
Obviously I can't sell my beer....but that doesn't mean I don't have a brewery!! We have a website, FB page, sell t-shirts and stickers, pour at beer festivals and private events, etc....I often wonder how many people think we are a commercial brewery

In fact somebody the other day said it is an "underground brewery" which is cool...though I was quick to point out that we don't sell our beer. We get everything out of it that a nanobrewery would ( personal satisfaction, name recognition, etc...) but without all or most of the headaches ( fees/permits, licensing/zoning, negative cashflow, expectations).