Expensive pans are usually:
1. Heavier
2. Have a layer of stainless steel sandwiched between two layers of aluminum.
The heaviness means the pan holds on to heat. When you put cold chicken into a hot, lightweight pan, the pan’s temperature will drop dramatically. Put it in a hot, heavy pan and the pan will stay hot.
The aluminum-stainless-aluminum construction does several things. Stainless steel is heavy, so see above. But stainless is a poor conductor and takes forever to actually heat up. Aluminum is a great conductor. But it’s lightweight so it doesn’t hold onto heat. Putting the two metals together gets you the best of both worlds.
Now, some relatively expensive, but not super-expensive, pans will just have the al-steel-al layer on the bottom of the pan, but not on the sides, which will just be aluminum. Very expensive pans like All-Clad have the sandwich design throughout the whole pan.
May I ask what exactly you’re wanting the pans for? Because in my opinion, you only really need a high-quality 12-inch skillet—or, if you don’t cook for a crowd often, a 10-inch skillet. It doesn’t really matter if your saucepans are high-quality because you’re probably just using them to heat liquid.