Personally I hated cooking on stainless steel and found cast iron to work much better and eventually develop non-stick capability. Here's an article I wrote about my experience with Cast Iron.
I think cast iron and stainless are both good materials but they do different things, so I decided to start a new thread instead of tagging this onto that discussion.
I actually find my stainless a lot easier to clean than my cast iron -- I can put it in the dishwasher! If that doesn't get it clean, I can give it a rub with barkeeper's friend and then it's shiny and new. It's fairly nonstick when shiny, but if it is allowed to build up a film of old dead oil, it gets sticky, sort of the opposite of seasoning. Michael, you said you didn't like how the food cooked on your stainless -- did you get good-quality stainless with a thick aluminum-sandwich bottom? If not, it may very well not have heated uniformly. Good stainless cookware is actually quite expensive! I would agree that cast iron is one of the few cases where a really good piece of cookware isn't terribly expensive (but you need to season it properly and that's a fair bit of work). The skillets I have came well-seasoned and aren't too hard to clean, but they do need to be scrubbed with a minimum of soap and water and dried thoroughly. The grill pain is a pain in the nether regions to clean, it has very high ridges and stuff gets trapped in the grooves. It is finally getting seasoned enough to release without multiple scrubbing, unless the cheese from the cheeseburger falls down there. All my cast iron gets spray-oiled and heated to the smoke point after each wash before being put away.
Mostly, I think different materials are suited to different jobs, if you are serious about cooking, you will probably acquire pieces in different materials. For the most point, cheap cookware doesn't give good results -- if it isn't heavy-bottomed with a conductive core, it's not going to perform well on the stove top because it won't heat uniformly and hold heat well. Sure, you can boil water in a cheap saucepan, but anything much beyond that and you'll feel the difference. IMO it is better to have one or two really good pieces than a full set of not so great cookware. I currently own and use cookware in all of the following materials and they each have their unique properties and best uses:
- Set of stainless steel -- general purpose boiling, steaming, smmering, soups, sauces, pasta. The two skillets don't get used very often because I have better alternatives.
- Cast iron skillets and grill pan -- on-stove "grilling", cornbread, burgers. Cast iron has some "stick" browns well and goes stove to oven readily. I tend to feel cast iron is sanitary but not really clean and you don't want to boil liquids in it, it's good for searing and baking fairly dry foods that will form a sear layer or crust.
- Anodized aluminum skilled and general purpose slightly round-bottomed covered pan -- this stuff has a really good sear factor, in some ways better than cast iron, but unlike cast iron can then be braised or stewed in without an issue. The round bottomed pan works well as a mini-wok for stir frying. This stuff will REALLY grab cold food... unless you let it sit until it is nice and brown where it contacts the pan it will stick like crazy. If you apply some benign neglect, it will sear over nicely and then it will release an can be turned without seeming like velcro.
- Enameled cast iron dutch oven -- the gold standard for brown and braise or brown and stew. All the heat-retaining properties of cast iron without having to worry about seasoning or limiting contact with liquids. Best with medium high heat, not super-hot temps, then can simmer nicely for hours
- carbon steel wok and paella pan -- needs seasoning but not to the extent of cast iron. Traditional materials for these traditional cooking vessels, but admittedly these are specialized. Someday I may get a stainess-clad paella pan, but these are expensive and I only make paella a couple times a year.
- bird-safe creamic nonstick -- go to for low-heat, low or no fat sauteeing, eggs, delicate sauces, fish, anything you don't want to put a sear on that might tend to stick and fall apart. Only item in the above you can use to cook food "dry" without adding fat except the grill pan (and I usually lube that up a bit, too). Can go stove to oven.