Consider the amount you are wanting to invest. If you're on a budget, you may just want to invest in one or two quality pieces. It really depends on how much money you want to spend and how much it matters to you.
Investing in high quality pots and pans that will last you the rest of your life would be the best investment in the long run. Look for those with lifetime warranties and consider what professional chefs use (All-Clad).
There are a handful of high quality cookware lines (All-Clad, Berndes, Le Creuset) available and hundreds of others that aren't so good. All-Clad & Le Creuset would be the top of the line cookware and heat the fastest.
If you don't want to spend the money on All-Clad, consider "Berndes" made in Germany. Awarded a BEST BUY by Consumers Digest for a Second Time.
Here are several articles which should give you a good idea of what to look for and what to avoid.
The Ins and Outs of Pots and Pans
Get a Handle on Pots and Pans
What a Cook Wants: Pots and Pans
So you'd like to... be a real man in the kitchen
Choosing the Right Saucepan
What kinds of cookware do you use and prefer over others and why?
What are your "most used" pieces?