Stainless steel as probly said above, is a horrible conductor of heat. It also is easily stained, and food sticks to it. The price of pots and pans does not always reflect upon the quality of what you bought.
Typically you want to use pans that are good conductors of heat, and can take a little bit of punishment with out breaking on you. My suggestions are as folllows:
Copper is beautiful, a great conductor, and can kill you. So unless you have alot of time to clean your pots and pans, stay away from all copper. They are also expensive.
Aluminum is a great conductor but very weak, they bend and contort, and they generally are tephlon coated which will burn off on high heat, and release noxious gases. Stay away, beware they are cheap, and yet again can kill you if improperly used.
Carbon Steel Alloy, very good for duribility, horrible conductor, doesnt heat evenly. Stay away, these are typically those nice expensive pretty looking sets, that will stain, burn, and not cook your food properly.
Now days they make a mixture of metals, that is copper aluminum, and carbon steel that brings the best of all 3 together. They work wonderful, due to the copper and aluminum acting as the conductors, and the steel as the strength. But they can be rather expensive as well. Well worth it though.
My suggestion? Look for a resturant going out of business, buy their pots and pans. Chances are there is a resturant going out of business, and they need to get rid of their stuff. You can pick up high quality gear, rather cheap. There are also resturant stores open to the public that sell these pans as well. While they may not be the best looking pots and pans, they most certainly are the most durable, and useful ones.
I also stay away from anything that has a "Comfort Grip". These generally can not be transfered to the oven from the stove top due to the plastic, or rubber grips. Always look for metal handles, which allows easy access to the oven, stove top, etc. Get use to using towels or ovenmits. Trust me these are well worth the money spent.
Hope that is helpful!