How much do you want to spend?
You can go for several options, ranging from a 100 litre stainless setup, with a 80 litre stainless thermopot, 100 litre hot liquor tank and 100 litre boiler, to a simple plastic setup using a 30 litre fermenting vessel converted to a boiler using value kettle elements and a coolbox mash tun, or any where in between.
I stopped at the 100 litre option as going over that is getting pricey and probably bigger than most are interested in.
My setup is a 50 litre stainless pot with two value kettle elements as heaters, a coolbox mashtun and a plastic pot with two value kettle elements in as a hot liquor tank, this is controlled using a home made PID controller driving two solid state relays to manage the elements output.
How you heat is up to you, but the minimum kit list is: -
Something to heat the water up in, nice if it ccan control to a set temperature so you get 'strike temperature' right for your mash, must also be able to maintain a rolling boil once the wort is added from the mash tun.
Mash tun, can be a coolbox with a tap and filter in the bottom.
Fermenting vat.
For the simplest method you could brew in the bag, needs one vessel with heating elements and temperature control, plus a huge bag for the grain.
Some way of cooling the wort (wort chiller) is a good idea as well so you can get the yeast pitched nice and quickly.
Do some reading around on here to get a feel for which method will suit you.
Also, beware, it looks cheap, but it's fun and can be addicitive, since March I've spent close to £600 on homebrew (including a shed to store the stuff in before it took the house over) equipment, however, my actual AG kit probably only cost me around £150 quid, including the temperature controller for my brew fridge :)