Cast iron FTW. Le Creuset is lovely stuff - check online for discounts, or at TJ Maxx/Marshall's for Le Creuset seconds that are substantially discounted from the usual price. I love my Le Creuset doufeu. It's expensive, but so are all the other non-Chinese enameled cast iron pots and pans. For most other stove-top uses, a nice, seasoned cast iron pan is just lovely. It's cheap, only slightly more difficult to clean than the Teflon-coated stuff, will last indefinitely, and if something happens to the seasoning, just cook some bacon (I exaggerate, but only a little).
Regarding non-stick, Teflon-coated, aluminum cookware - just say no. Even to the Calphalon. The finish comes off unless you are religious about not using metal utensils, the aluminum can warp if it gets too hot, and the finish can cook off and produce toxic fumes. I have a bunch left over from before I saw the light, but it only seems compelling now for making eggs. That, and I use it for boiling water, because that's what I have. I would go with stainless steel where cast iron doesn't make sense.