The question was answered a few days ago about the use of a mash tun and why it was a good idea to have an actual cooler to use as a mash tun instead of using the brew kettle.

Why in a lot of upgrading areas am I seeing a hot liquor tank come with all of them? Is it really necessary? Or is it simply a convenience?

Also, as far as sparging is concerned, what exactly must be done? Is it simply after the water has drained from the mashing step, throw in more water and slowly drain it again to get ALL the sugars possible?

As a current malt extract brewer who is looking to get into all grain sometime in the near future, I'd like to have as much information as possible before making the jump. Thanks!