If you are not flush with cash, go to the local hardware store and buy cast iron. Warning: you must season it properly and learn how to use it. Also, they are heavy.
For convenience and ease of use, there is stainless steel. Today's stainless comes with either a "sandwich bottom" which consists of a plate with layers of nickel and/or copper to increase heat conductivity or is wholly made in the sandwich style. If you can afford the best, buy All-Clad stainless steel. If money is tight, Cuisinart offers the best of the medium-priced cookware and is a good compromise between worthless cheap stuff from the supermarket and the high end brands like All-Clad and Wolf.
Avoid non-stick pans. My advice to people who think non-stick pans are easy care is to learn to cook. Non-stick pans should never be put in the dishwasher although Calphalon claims their latest line is dish-washer safe. I do not trust that statement and dislike Calphalon. Aluminum should never be put in the dishwasher and Calphalon built its line on hard-anodized aluminum.