Stainless steel - get a heavy grade or stuff will burn instead of simmer.
Hard Anodized - Caphalon is the most common and popular of this. Very expensive. Cook very nicely. I loved it, my Mom loved it. However, we have sold most of it now. Too heavy if you have wrist or serious arthritis problems. I also think the dark grey is ugly. There, I said it. Dark grey is depressing to look at on your stove. I prefer shiny stainless steel or vivid blue.
Porcelain coated pans - I've never used these, so can't tell you much, but if most of what you cook is tomato based, they are a better choice than the Caphalon. Tomatoes cooked down in Caphalon have a metallic taste. Until I lost my sense of smell, I hadn't noticed this. Now it overwhelms the flavor of the tomatoes.
As much as I've always wanted a matched set, I've bought 2 and find that only one or two pans work for me and I want something else for other stuff. However, if getting only one set, a heavyweight steel works very well.
Go ahead and laugh, but I primarily use cookware that dates from the 30s and 40s. It's not as heavyweight as Caphalon, but not prone to burning. Except for an omelet pan which is non-stick. However, it is not as heavy as the Caphalon. BTW, I don't like nonstick. Things don't brown right - it steams rather than crisps up unless you use high heat and of course, high heat affects the non-stick.