I'll second the cast iron comments, Barb. I've got a 10" skillet that's good for everything, except deglazing with acids or wine (it'll give a metallic taste). It takes a while to season cast iron cookware, but once they're coated with a nice layer of carbon, they're second to none. When I want to deglaze a pan with all the browned bits (flavor!), I add ~1/2 cup water to the hot skillet, loosen everything off, reduce to ~1/4 cup, then transfer to a stainless steel sauce pan. I then add lemon juice or wine or whatever and make my sauce.
Be careful with Le Creuset cookware; all it takes is forgetting the cookware once on high heat, and the enamel becomes cracked/chipped. There goes your $200 dutch oven! You can't properly saute in those because you have to use low heat, but they are good for slow-cooked meals in your oven. WAY overpriced, IMO.
I had an awful time dealing with Pyrex cookware once; food sticks, and they're difficult to clean. Stainless steel is a good choice (with thick bases, as others have mentioned); food still sticks somewhat, and you'll probably have to use more fat for things like eggs, omelettes, etc.

RF