As you can surmise from my screen name, I, too, am a big fan of cast iron.
That said, I think that the answer to your question is "yes." You should get all of the above.
By that, I mean that different kinds of cookware have different strengths and weaknesses. A full set of any type of cookware will be great at some things and horrible at others. So, as said above, avoid cooksets.
Instead, get what you need for what you're actually going to cook.
A basic set for most home cooking should include (in my opinion):
a 12" cast iron skillet
a 10" non-stick skillet
a 2 qt. or so saucepan
a 4 qt or so saucepan
a 10 qt or so stockpot
a couple of 1/2 sheet pans.
The cast iron skillet will be the workhorse of sauteing and building pan sauces. It's also **** cheap. (Check other threads or PM me for curing and care advice.) The non-stick skillet will be for egg dishes, crepes and other things that really need a non-stick coating. (NEVER pay a whole lot for anything non-stick, as even the very best coatings with the best care are temporary.)
The saucepans should be heavy stainless or aluminum. Avoid thin saucepans.
A great place to shop is a close-out store, such as Tuesday Morning, which has a lot of very inexpensive skillets, saucepans and sheet pans.
Don't be taken in my gimmicky "features." You don't need (or want) see-through lids or lids that double as strainers or skillets with hinges to flip your food, or other stuff more suited for late-night TV infomercials. In fact, if you see anything that says "as seen on TV," avoid it.
Once you have your basic set together, you can slowly add more specialized cookware, as your own needs dictate.