It depends on what you're cooking. I love my old-fashioned cast iron for browning meat, caramelizing onions, cooking chili and stew in the oven, baking cornbread, etc. It's not totally non-stick, but it comes close if you season it properly and treat it right.
You don't want to cook somethings--particularly acidic foods--in cast iron, though. I don't have one proper set of cookware--I have a few pieces of old Revereware, a Calphalon frying pan, a big All-Clad dutch oven, and a few other odds and ends. My favorite is the All-Clad. I use it to make things that could scorch easily--jams, candies, and such--and they never do, It's not cheap stuff, which is why I don't have more, but if I win the lottery tomorrow, I'll buy a whole set.