I learned that the biggest difference between cheap and expensive non stick pans is basically the amount of non stick coatings. Regardless, the non stick coating will wear off over time. This was the conclusion from a documentary I once watched on whether it was more economical to bit a cheap pan every so often or an expensive pan less often.

Personally I would strongly recommend cast iron from a reputable brand or carbon steel if you can afford it. Stainless steel also works, but is more tricky to not stick. Cast iron is heavier, but very forgiving and will last you a generation or more.