Stainless Steel Pots and Pans  

i never had a full set of stainless,but the ones i did have i kept the gas way lower than other pots,it seems to heat really really quick.
i would recommend getting a different type of pan just for frying.
i have a cast iron flat pan just for grilled cheese :)

This is what I have heard from cooks that use stainless steel pans, that you should get the pan hot before you put the grease in, apparently the surface has small like crevices in it and the pan when heated and you pour the oil in it takes less oil to cover the surface, you should not use a high heat and you should talk all meat or food out of the refrigerator and let it set on the counter for 15-20 minutes and pat it dry before putting it in the pan, the moisture on the meat will make it stick to the pan.
I tried one time cause like you I wanted those pans like you see them use on TV, and I gave up quickly, went back to my non stick, not worth the effort it takes to use them.