I got the caphlon stainless set and I love love love them! I also have a few caphlon non-stick pieces for the times I need non-stick, but I mainly use my stainless. I use my kohl's 30% off for them last year and got such a great deal on them. I ordered online and not only go the 30% off and the sale price, but the free shiping. I had the set about a week later and didn't have to leave the house.
If you do go with the stainless set, go the extra mile and get the steamer/multi pot in addition to the standard set. I use that one the most! It's expensive but well worth it IMO.
In general, the heavier the pan is, the better the quality. as long as you stay away from ones that are really light, you should be okay.