Olvida makes cast-iron cookware with a non-stick nickel plating. They are pretty expensive, but if you have the means they seem a nice trade-off between the convenience of a teflon coating with the heat capacity properties of cast-iron. Also, unlike teflon coated pans, they will never wear-out. Take that, planned obsolescence. In that regard Olvida might be considered an economy. OK, not really. ;-)
Also, as with anything, there are multiple kinds and qualities of cast iron. Good cast iron will have its surface machined. Machining, often called polishing, removes the top few hundreds of an inch where the molten iron contacts the casting mold sand. This makes for a smoother pan with lesser sticking qualities. A great post on cast iron with some even better comments is at the French Culinary Institute's blog. In particular, some myths and realities of seasoning are discussed.
If you are switching to cast iron for the first time, be sure to thoroughly pre-heat the pan before cooking. This has two purposes. Cast iron is both heavy and not highly conductive so it's going to take some time for the pan to reach a homogeneous temperature. Second, cast iron is porous. Pre-heating closes the pores, which prevents the sticking that comes about from food particles filling the pores. There's an old saying: "hat pan, cold oil, food won't stick."
Finally, realize eggs are a special case. Their protein structure is chemically attractive to metal, particularly stainless steal. Stainless steel is the absolute worst material for cooking eggs (Sorry, I don't have a cite at hand, but remember hearing it discussed by Lynne Kasper on her radio show a while back). You absolutely must have a fat layer insulating between the eggs and the stainless steel. Personally, we have a single teflon coated pan for frying eggs, then use cast iron for about everything else.
