Yes, my buddy & I have been all grain brewing for a while now. Check out HomeBrewTalk.com. You will get tons of info there.
John Palmer also has a good book for beginners, a lot of the info can be found here: http://www.howtobrew.com/. In my opinion it is much better for beginners than the Papazian book.
As for advice, keep everything clean & sanitized. Watch your fermenting temperature; your room temp may be 66°, but the active yeast will actually add 5-6° to the temp of the fermenter. It seems odd, but the yeast is actually the ingredient that will have the biggest impact on the flavor of the beer. Expect your first few batches to be bad, but take notes of everything you do, because you think you will remember everything but you will not. Look into one of the homebrew programs out there, we use BeerSmith and it is well worth the money.
If you have any questions, I will be happy to try to answer them.