Tip #1: F the set. Even though it's such a 'deal', it's not customized to what's best for you; likely a variety of cookware types and sizes.
Start by checking out this ridiculously thorough guide to the science behind the shapes and materials of cookware.
Then decide if non-stick is important to you. In all honesty, I was a massive fan of non-stick and assumed that was a requirement. But after trying out my bff's premium stuff, it's just not necessary in all cases. However, by all means, do get one non-stick fry pan for scrambled eggs.
But what brand? Serious cooks on Chow's forums make it clear that All-Clad really is way over-priced versus comparable, nay better!, lines like the professional Sitram, Mauviel or
And if you're really after heirloom pans, seriously consider that in 20 years we will all be using induction cooktops. This safer, more efficient cooktop uses magnetic energy to heat your pan, requiring a magnetic metal. This means no anodized aluminum or copper, and only certain kinds of stainless steel.
The final verdict: All-Clad Stainless [so is Samantha L by coincidence], plus enameled cast iron Dutch over, and an All-Clad non-stick fry pan. [Interestingly, the more expensive All-Clad Copper Core is NOT compatible with induction]
Don't spend a fortune on a stock-pot or roaster. When boiling or slow roasting in the oven, it's simply not necessary to have a high-grade material that responds quickly and evenly to temperature, as it is in saute pans. These can be simple stainless, no name-brand or aluminum/copper core necessary.