The Macy's set has a "core" of aluminum on the bottom only, not up the sides. The set from Amazon has cladding on the bottom and up the sides. All-Clad have the cladding on the bottom and sides. As such, if you're deciding solely between those two sets, the set from Amazon should be more like the All-Clad. However, I would suggest you look at the Tramontina tri-ply clad cookware on walmart.com. I have the 10 piece and it's quite nice. It has larger pieces than the set from Amazon you're looking at. However, the Tramontina was on sale for $179 and now is at $279, so unless you need the larger pieces, the set from Amazon doesn't look bad at all. If the Tramontina goes back down to $199 or $179, I would opt for it if you need the larger pieces.
Watch the price on the Tramontina. I have a feeling they're going to have a sale again soon on it, as it was $249 a few weeks ago, then down to $179, and now $279? I'd expect a "save $100" sale coming. You can't get the 10 piece in stores, online only.