Every kitchen needs a cast iron frying pan. You'll learn to use it as the years go by, and it'll last for generations.
Saute pans - first of all I don't really know why they're called "saute" pans. I have a 3-qt Calphalon tri-ply that I use mostly for braising. I use regular tri-ply skillets - 8, 10, and 12 inch - for actual sauteeing and other skillet stuff.
I have a 16qt stainless steel stock pot that I bought at Sears. It was on sale at a cheaper price than I could have gotten for the equivalent on Amazon.com. It is stainless with a tri-ply bottom and covered handles for heat protection, and it came with a cover. I won't use aluminum because of all of the problems with its reaction to acid in foods. I like to make bone stock, which requires the use of small amounts of vinegar and/or wine, and I'd rather not have my pot leaching into my food.
I found Le Creuset equivalent made by Lodge at the local WALMART (!!) and picked up an 8 qt Dutch oven for about $40 on sale. True, it's a bit thinner and lighter than the Le Creuset, but for my needs, it works fine.
I have a very expensive set of skillets that are welded and have discovered the following:
My "set" is made up of All Clad, Marcus, Calphalon, and Sur La Table, all tri-ply, all with riveted handles, and all pretty stellar performers. A toothbrush and Bar Keeper's friend keeps everything clean.