I started out with the kit cans, then skipped the malt extracts and went to grain. I think I will go back a step to malt extracts, just not the kits. I want to add my own hops, cereals, etc.
All grain is a PITA, no matter how you do it. Ideally you would want to use grains if the homebrew store doesn't have a liquid malt you need. It's also important to use the correct kind of yeast. My last one used Edinborough yeast ($$$$).