It will stay shiney if you follow the directions and care for it the right way (which isn't hard). Basicly all I do is use a cleanser called Bar Keepers Friend (it's a powder that comes in a can like Comet or Bon Ami) and a Dobe scrub pad. Do NOT, ever, use a standard scubby pad or steel wool on stainles, you'll scratch the hell out of it and ruin the finish. I find that between Bar Keepers Friend and the Dobe scub pad I can usually clean even the worst mess on my pans in just a few minutes.
Foods will stick to stainless unless you use some oil/butter or the food has a high enough fat content on it's own (like ground beef or a steak or chop witha bit of fat on it). For some types of cooking, you actually want the food to stick to it a bit, that's how you can get it to brown or carmelize. Eggs will stick to it something aweful, even with a ton of butter/oil so it's still a good idea to have a few non-stick peices on hand. But I do the bulk of my cooking on the stainless.
I use all types of heat settings, just depends on what I'm cooking and how I'm preparing it. Stainless can take huge amounts of heat (up to 500 degrees) so you can start something on your stove top and finish it in your oven or broiler, if you want. And if you get a good heavy set, you'll find you won't have any hot spots on the pan and it will keep a more even temperature while cooking as well. If you watch cooking shows on the Food or Cooking networks, all of the chefs use stainless for about 99% of the foods they make, only using non-stick for some very special preparations (like omelets, crepes, etc.).