Just for reference, torrified wheat <> raw wheat. Torrifed wheat is pre-gelatinzed (similar to flaked cereals), so you shouldn't need to do a cereal mash. Unmalted wheat, on the other hand, will benefit from step / cereal mashes IF you're counting on fermentables from the wheat. If not, single infuse your brewday away -- just beware that with higher concentrations of unmalted wheat and no step / cereal mash, you'll be more prone to stuck sparges.
There's a really good Brewing Network Podcast with Stan Hieronymus who wrote 'Brewing with Wheat'. Interesting podcast, but if you're looking get deeper into the subject, don't count on the podcast -- you'll have to buy the book!
Corrected 'unmalted wheat' -- proofread is great, eh?!