I can't agree enough with Hokerer. Look at Denny's site and go from there. I was going to go with a more complicated plan and I was talked out of it and I'm happy I was.
I've done 6 all grains with the Coleman Extreme mash tun and they have all gone amazingly well. My efficiency on the last batch was approaching 90%. Follow Denny's advice to get started and you'll do fine.
I'm doing single-step infusions, no decoction, no step mashing or anything like that and it couldn't be easier. Start this way and then move to something later if you think you want to experiment.