What's the next item, burner, big brew kettle, or AGS?

I think you should check out this post here on Improving your brewing significantly.

FWIW, IMO:
Full size Brew Pot
Burner
Temp Contol
Yeast starters
Cooler

I'd say get the brew kettle. You can use it on your stove (I hardly ever use the propane burner). You can't do partial boils going all grain, so you'd have to do little batches, which is annoying since all-grain takes a bit longer.

Also, it's just after thanksgiving, I bet you could find a good deal on a turkey fryer, they come with both the brew kettle and burner. I got mine for $60 at home depot and it wasn't even on sale. Aluminum is fine for a kettle.

I would say that you would get immediate use out of the burner and would probably invest in that first. You will need an 8+ gallon pot for all grain and this may be too big to use effectively on your stove but would be a good investment after the burner.

The cooler would be the last piece of the puzzle. Although you should keep your eye open for close out or clearance items that you can pick up cheap when they are out of season. You can always add the bulk head fittings and manifold at a later date.

If you buy the cooler (mash tun) first, you can start smaller-batches of all grain now.

If you buy the full-size kettle now, you can use it right away in your existing batches even if you don't do a full boil.

If you get your burner now, well, you can use it right away, I suppose.

You can also probably find both the kettle and burner for a cheaper price. I bought a large (10 gallon, stainless steel) turkey fryer combo at Sam's Club a number of years ago for less than a hundred bucks.