Never one for sets but any stainless steel skillet, saucepan or stockpot needs a thick clad botton IMO. Preferably copper. Mine match despite being different brands.
Nonstick doesn't have the longevity and generally can't handle the abuse of normal cooking without a good silicon spatula.
Also I only need a few kitchen knives which I hand-sharpen on aluminum oxide and hone with a steel. A decent buy is the Henckel Fine Edge Pro. Holds an edge and easy to sharpen for a $30 knife.
My best and sharpest knife cost me $7 at the Asian market. Despite being hollow ground it holds an edge sharp enough to shave with.