My first few All Grain brews were Brew-in-a-bag. I still use BIAB with my original net curtain when doing a short brew length (23 ltr rather than 39) but recently fettled a grain basket with a stainless mesh filter for my single-pot brews. Together with "no-chill", it makes for a very short brew day!
Here's a picture of the basket in my shiny boiler (Roger's old HLT, cheers!). The mesh base is a £3 Ikea Splatter Screen (two screens came with an old thermopot mash tun from Mark, cheers again!)
I've posted a "howto" on Jim's Beer Kit and thought I may as well make
this web page.