I have to disappoint you, but you do have to worry about overheating seasoned pans.
If you go to pre-heat them, and forget about it for an extended period of time, you can cook off the seasoning. On the working side of the pan, you'll be adding a new layer of oil, so you'll quickly repair it (although it might take a few days to build things back up) ... but most people forget about the bottom of the pan, which can rust over time.
...
My advice would be to buy something that you enjoy cooking with, and won't break your budget. Some people really like cast iron -- and it's great for sitting on the stove and moving the food around with a spatula or such ... but it sucks if you want to flip your food or when lifting a large pan to pour the contents into a serving dish.
Enameled cast iron is a bit more forgiving about not cleaning up immediately after cooking, and there are now brands that are much more affordable than Le Creuset and other more established brands ... but you can damage your puts if you're sloppy and leave them unattended. (first crazing, then the enamel starts alligatoring & flaking off.)
Stainless steel is a nice introductory material -- it's more prone to sticking than the other two that I mentioned, and there are some issues with pitting (wait until the liquid is hot before adding salt), but you can scrub the hell out of it without much worry. The problem is, it's a rather poor conductor of heat, so companies either weld a disk on the bottom of aluminum or copper, or they sandwich the conductive metal between the stainless steel (aka. 'tri-ply'). The tri-ply pans will last longer (less of a problem of the disk de-laminating from thermal shock), but they're much more expensive. There used to only be one major manufacturer of them, but I assume any patents have run out, as in the last year or so I've seen tri-ply available from Oxo and Calphalon at about 1/2 the price of All-Clad. (but they're still expensive relative to other materials)
I'd advise against using copper pans -- expensive, and too much effort to keep clean.
Bare aluminum is generally to be avoided because it's reactive and soft (can scratch easily), but Annodized Aluminum is treated so that the surface has already reacted and made harder. As such, it's great for people who don't have the same arm-strength, as aluminum is quite light relative to other materials. There's also cast aluminum, which can be seasoned like cast iron, but is more expensive (you generally only see it at the occasional camping store). And none of them work if you have an induction stove.
Seasoned steel is another decent pan ... they're thin, so lightweight but don't have the same thermal mass so can be more prone to hot spots and such ... but they also don't require the same amount of time pre-heating like heavier pans. You need to deal with the seasoning like cast iron, and they're more likely to get dented up over time, but they're relatively inexpensive at restaurant supply stores. (they're more difficult to find at kitchen stores you'd find in a mall).
I've never used the 'ceramic' pans (unless you count enameled), so can't comment on those. I've heard rumors that the non-stick behavior will decrease over time.
...
And whatever you do, don't buy a set of pans. It's one thing if it's a hand-me-down, or a great buy at an estate sale, but don't buy a set from a store. Consider what pans you actually need, and then buy the right material for how you're going to use it.
So my stock pot (a big, huge thing) ... is anodized aluminum. Dutch ovens are enameled cast iron. Griddles and a few pans of seasoned cast iron, quite a few stainless (all disk, none tri-ply ... can't justify the expense), some more annodized aluminum for ones that can go in the oven and my egg pan ... and even a non-stick one (that I have to replace every 5 years or so) for times when it's useful.
If I was cooking over camp fires, I'd have seasoned dutch ovens, not enameled ones. If I had an induction stove, I'd have to skip all of the anodized aluminum.
If your sole consideration is taste -- I'd personally avoid non-stick (as it won't develop a fond the same way as other pans), but if you're only used to cooking with non-stick, if you end up ruining all of your meals because things are sticking and burn, you've done yourself a disservice.