Some general questions.
I'm leaning towards an Igloo cooler type infusion process rather than step mashing just because it seems easier but since I'm starting from scratch, what's better?
In the boiling kettle, would you include a cooling coil as an integral part or have a separate one for immersing?
Aluminum or stainless kettles? Does it matter?
FWIW, I like my chest cooler - holds temp for a 60-90 min mash just dandy. If it's cold out, I will take the insurance and wrap it in a blanket, just to be safe. I still do step mashes - just with infusions. One of these days, I'm going to get around to converting my 7.5 gallon boiler (which I screwed up buying - should have gotten at least an 8 gallon) into a direct fired MLT, but I doubt I'll do that anytime soon.
I use an immersion chiller. Never thought about building one in. Easier to clean that way. Mine works just fine - down to ferment temp in about 30-45 minutes with a pre-chill.
IMHO, Stainless is the only way to go.
And yep, the saw horses do the job! I keep thinking I might build a fancy platform, but why waste the time? Seems to work just fine right now.

That just like my efficiency. I awhile back, I became obsessed with getting it higher, but I decided to leave well enough alone. 76-78% isn't all that bad after all; I
almost never get a stuck sparge, and I'm consistent. I hit my gravity targets within a point almost every time. If it ain't broke, don't fix it!