I have two different mash tuns. V1.0 is based on a 5-gallon igloo drink cooler with a SS braid in the bottom. It works great for 5 gallon beers up to 1.060 or so.
I also have a 60 qt rectangular Coleman Extreme with a CPVC manifold. It gets used for 10 gallon batches, high-gravity 5-gallon batches, and soon, for some no-sparge brewing I have planned.
I like the smaller cooler for the smaller mashes, as it seems to hold temperature better for small mashes than the same mash volume in the large cooler. I expect it's because of the increased headspace in the Coleman.
As for the rest of the equipment, it consists of a jet burner on a wok stand, and a converted sanke keg that the good folks at New Belgium were kind enough to sell to me cheap because the coupling was too beat up to use. No pumps, no stand, besides a folding table, and a few 5 gallon buckets for transferring water and wort. I like simple, although I can possibly see a tree-type gravity stand in my future.
That said, a few weeks ago, I brewed with a buddy who has a Blingmann BrewTree, with all the bells and whistles. His brewdays seem pretty low-stress.