There's a poster here named Howard, he's a lifer.
And I doubt you'll find stuff online much cheaper than you can in stores - the good stuff always seems to hover around the same price. Your best bet is to go to a restaurant supply store and buy the nice thick stainless steel pans and pots they have there, as you'll probably spend less than you would paying retail for name brands. You also don't need many things, generally an 8" or 10" sauce pan + lid, skillet (I prefer a large and small skillet, whereas my mom always uses one size) and then two or three pots, varying from like 2 QT to a larger 8 QT stock pot. Also, consider having a nice cast iron skillet - makes a good difference on some foods like steaks and chicken.