I use a wide variety of skillets, both at work, and at home. They all boil down to three types, Cast Iron, Stainless, and Non-stick (teflon). All three have their uses, pros, and cons. I use all three at home and at work.
Cast Iron - heavy, but holds the heat well. It also spreads the heat out, due to the thickness of the metal. Also, due to it's mass, CI skillets take a while to heat, and take a while to cool down. You have to plan for that when cooking. I like to keep an open burner, turned off, to place the pan when I need to get it off the heat. When properly cared for, they are virtually nonstick. I have about a dozen in the house, and a small one at my night job. These are usually pretty cheap, and last a lifetime if cared for.
Stainless - You will occasionally find a single-ply stainless pan. Avoid these, as they have poor heat conduction and retention. Most "stainless" pans are a tri-ply construction, with a stainless interior bonded to an aluminum interior, and some kind of other material bonded to that on the outside, giving the pan three layers. The outer layer can be brushed aluminum, stainless steel, or anodized aluminum. Stainless is easy to keep clean. To properly use a pan with a stainless interior, you must heat it first, usually pretty hot, then add the oil, followed by the food. DO NOT MOVE THE FOOD FOR SEVERAL MINUTES! This is because the food will actually stick a bit, and if you move it to soon, the food will rip apart. After a few minutes, the food will develop a good sear (browned, crusty surface), and will easily lift from the pan. Stainless pans are on the pricey side. However, as with all things, never be afraid to pay for quality; you will not be disappointed. I have several All-Clad and Caphalon pans, tri-ply stainless/aluminum/stainless, and they are workhorses in my home kitchen. I've had them for about 18 years now, and they are still going strong.
Non-stick - These pans do have their place. You don't want to use them with very high heat, as the teflon will give off a gas that has been proven to be toxic. However, for certain items that are notoriously "sticky", a teflon pan is the perfect remedy. Eggs, sunny-up, over-easy, omelets, scrambled, etc., are the main things I cook at home in teflon, although fried potatoes also find their way into my non-stick pans. I also use non-stick pans at work, in my various demo-bars, as I need to slide the food out of the pan quickly and move on to the next order. I also use a teflon pan to sear fish, especially as we cook fish to temp (med-rare, medium, etc.), and I need to be able to pull the fish out of the pan without ripping it apart before it naturally releases on it's own. As with all pans, you want to heat a non-stick pan first, then add some oil/fat, before you add the food to be cooked. Even though the pan is listed as "non-stick", it does not truly become non-stick until there is some fat in the pan. Then, it's like greased lightning.
As far as brand names, well, here's what I use.
Cast Iron - Lodge is what I buy, although I've inherited several Griswold and a few no-name CI skillets. These are old, and very well cared for. I love cooking in all my CI pans.
Stainless - I've already mentioned them, Caphalon, and All-Clad. You can get them at Bed Bath & Beyond, Dillards, Williams-Sonomoa, and other high-end retailers. These are pricey. Expect to pay up to $100 per pan, but they will last a lifetime.
Non-stick - Caphalon makes some anodized aluminum, teflon-lined pans. These are on the pricey side. T-Fal also makes some nice teflon pans, and while they cost a bit, they aren't as expensive as Caphalon. The main problem with teflon pans is that teflon wears away, eventually, no matter how well you treat the pans. A common thread that I've noticed many people follow is to buy some cheaper teflon pans, use them until they wear out, and replace them.
I didn't mention it earlier, but there is a fourth option. Enameled cast iron. I have one pan like this, a dutch oven. You get the heat properties of cast iron, but you don't have to season the pan after each use, as the enameling is naturally non-stick. What you have to watch out for is chipping. The only drawback to enameled cast iron is the cost. Expect to pay as much, if not more, than Caphalon and All-Clad pans. Le Crueset is a good, French-made brand.
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