Stainless steel for most things (can't make eggs/pancakes though, they'll stick). Preheat the pan before using. After cooking, warm up some water in it and scrap away the stuck bits with a wooden spoon (or make a pan sauce).

Cast Iron or High-Carbon steel for steaks, eggs/pancakes, stir-fries (wok). You will have to maintain a non-stick seasoning and that has a learning curve, most people don't get it right at first. Make sure to always dry them as they can rust.

You can look at enamel or copper if you have the $$$.