Maybe I should have specified semi-affordable - haha!!
Here's what I have:
HLT: 7-gal fermenter bucket with a hot water heater element/thermostat inside
Mash tun: 8-gal (I think) SS kettle
Boiler: electric canning vessel, like what people use to sterilize jars and such, 7 gal.
I also have a march 809 pump, and to maintain mash temp I use a PID controller along with an immersion chiller. The chiller goes into the boiler filled with water and hooked up to the power on/off on the PID, the outlet of the mash tun goes into the chiller, the wort is pumped through the chiller and back into the mash tun. The temperature probe for the PID is attached to the outlet hose for the chiller, and that's how I maintain temp.
My setup cost under $1k. The only thing I didn't like was the boil on the boiler - it just didn't have enough power to get a REAL rolling boil.