Cast Iron pans are best but heavy.
Stainless Steel can be good but should be 18/10 grade.
Specially treated aluminium can be used but it is a bit hit and miss. Our first set was supposedly induction grade aluminium and a couple of them didn't work.
You need to make sure the bottom of the pan is magnetic.
We have a set of Tefal 'Jamie Oliver' Stainless Steel pans which are excellent. Cost £100 for two frying Pans two saucepans and a Stewpot. Only had them a couple of months but they have been excellent so far
I'm a bit worried how Jamie Oliver is coping though........