Cast iron is nice and Lodge is inexpensive. Cast iron skillets can be heavy.
I use carbon steel (also known as "blue steel') skillets as well. Like cast iron they tend to be heavy and need to be seasoned and maintained, but can also be placed in the oven if you run out of space on the stove top.
Maintaining the patina on both of the above is easy if you don't wash with soap but soak in hot water and wipe out with paper towels. Scouring with salt and an un-soaped pad helps as well. Both kinds need a thin coat of food-grade mineral oil in between uses - I usually wipe this out before cooking as well.
Lecreuset is (I think) enameled cast iron. I've got a few skillets, dutch ovens, and pots by them and they're really great. Expensive though.
All-Clad stainless is expensive but lighter and easier to clean and maintain. You might also consider it pricey cousin, Caufalon (sp?).
Update: Calphalon. I've got a pot, a skillet, and a mini-wok from them. Great stuff. Anodized aluminum, generally, vs. stainless steel for All-Clad. Just as expensive, if not more, than All-Clad, but if weight is an issue, then I'd go with either of these two. If price is an issue, Cuisinart is a step down (but not by much) and less expensive. Look for cookware with a thicker core near the middle of the skillet.
The name of the blue steel skillet on Amazon is "Paderno Heavy Duty Carbon Steel Frying Pans." These are the UDS's of the skillet world. There are a variety of sizes, but they start to get heavy above 11." I've got an 11" and a 12.5" and the latter is much heavier. Carbon steel is nice because it heats evenly and uniformly, like cast iron. They do have to be maintained though...
There is always tinned copper - but you'd need to take out a second mortgage to afford it. Not really suitable for the oven, either.