While it definitely helps to read reviews and get advice from friends (especially those who love to cook) when it comes to pots and pans for many there are strong personal preferences. Probably no set of cookware is perfect, but you have to determine what is best for you, what fits your needs best and what has more positives for you than negatives. To help with this it's good to know some basics about pots and pans, about how the different materials heat, handle sticking, their durability etc. Hopefully this will help you on your quest for the perfect, ok almost perfect, pot and pan set.
Stainless Steel
Stainless steel pans are a very popular because they are sturdy and nonreactive. They aren't non-stick though so you'll have to use an oil or other fat to help prevent things from sticking to them, but that also usually adds more flavor to what you're cooking anyway. Many opt for stainless steel pans that have an aluminum or copper bottom for more even cooking temperatures. Another option is all clad stainless steel which has an aluminum core that extends up the side of the pan with a stainless steel coating.
Aluminum
Aluminum cooks well and if you get a thick aluminum pan it will distribute the heat more evenly. It can handle metal spoons, but in time it can get pitted from cooking a lot of acidic foods in it.
Even better than regular aluminum is anodized aluminum which provides a very durable surface, stronger than regular aluminum. It distributes heat very well and has less of a problem with sticking than stainless steel. They aren't low priced, but if you get a set they should last for a long time. The main brand name of anodized aluminum pans is Calphalon.
Cast Iron
Some people have mixed feelings about cast iron pans but I absolutely love them. I wouldn't want a full set of cast iron pots and pans but having a couple cast iron skillets and pans make the kitchen more versatile. Cast iron cooks evenly, it's very durable and it's non-stick when cared for properly. The catch with cast iron is that you have to season it, then once it's seasoned you shouldn't scrub it in soapy water or you'll ruin the non-stick seasoned surface. It's also very heavy, which can make it difficult to maneuver but it does keep your arm muscles strong.
Teflon
Teflon is very handy because of it's non-stick surface but it doesn't cook quite the same as other pots and pans. If you really want to get into cooking this probably isn't the best bet for you because it can be harder to caramelize and crisp in these pans. Sometimes the coating can chip too so they aren't as durable.