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The right material isn't really applicable for everything. If you need to brown a meat, you use a different pan than if you want to saute, or make a sauce. So it's not just the metal, it's the shape and size.
Copper conducts heat really well and quickly, but it reacts really badly to acids and such, so you need a coating that doesn't react. Like stainless steel.
We have an expensive copper pot and it's nice to cook on, but a pain in the ass to clean and maintain. You have to polish it to keep it shiny and prevent corrosion, and you have to do it everytime you use it. The stainless steel liner should be cleaned with a different cleaner and scrubber than the copper, which sucks.
Also, like the whole gets hot fast and evenly thing, when you clean it, the copper outside gets super hot.
Aluminum is similar though it doesn't conduct heat nearly as well as copper. It also reacts poorly with acidic foods and so needs either to be adonized or non-stick coated. Adonized aluminum still reacts with acid, though not so much. Cleaning is fairly easy with a special cleanser and scubber, though burned oil is very hard to get off.
Cast iron is in some ways the best material, if you handle it right. It takes heat really slowly, but it stays hot for a long time, and spreads the heat all through the pan, which is good. The bad though is that it takes a lot of care. It need to be oiled and then baked a handful of times before it can be used well. There are some expensive brands which have an enamel coating that is supposed to eliminate the need for seasoning, but it still needs it to really perform. It's heavy and brittle, if drop it it will shatter, which is strange since it's iron. You can't soak uncoated iron in soap and water, and you can't let it stay with any water on it or, rust.
That should give you a little more confusion, but I hope some help.
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