Flying Bike Coop Brewery
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It sounds like you've already made the monetary investment to go all-grain; if you haven't already you should purchase (or make) a wort chiller, they run around $30. Also, I'd recommend a 10-gallon brewpot (15 gallons if you think you'll ever make the jump to 10-gallon batches). I have a 7.5 gallon pot, and it's big enough for now, but it's kind of holding me back. Your 12-gallon mash tun should be big enough for most high gravity beers. You can check out this site for an estimate (scroll down to the bottom): http://www.rackers.org/calcs.shtml/
I think you should definitely brew any beer you can dream up. The only thing I would be worried about with a 10% wheat is that it might taste too boozy/solvent-y. My brother and I brewed a wheat beer with some honey, corriander and orange that came out to about 7.5% ABV, and it was too boozy, partially because it finished really dry. Mashing at a higher temp. would have made it better (plus we well-exceeded our expected efficiency). I have seen Imperial Pilsners and the like, but I haven't had one yet.
With regard to your first all-grain batch, if you like hefeweizens I would go with that. The grain bill is very simple (Brad Smith has a good recipe), the batch will be cheap (not a lot of hops, cheap grains), and they are ready to be consumed once carbonated (no aging, meaning you'll have a quick turnaround and know if you messed up/made an awesome beer). That said, you will probably need to add rice hulls due to the significant amount of wheat, so any variation of ale might be better (pale ale, red, etc.) to start with. The sky is the limit, but if it were me I would try something cheap to get the process down and dial in your equipment numbers.
I might have rambled a little, hopefully I told you at least one thing you didn't already know. If you want you can email me at email@example.com if you have any more questions and don't want to keep posting on this site.