cast iron is cast iron... can't compare to non-stick. also, there are health concerns with non-stick coating slowly coming-off into your food (over the years).
cast iron... i have lodge stuff and it's great. i've used les creuset before. it's good as well. dunno that it's worth the extra bones. if u're willing to split the difference, consider the "signature series" by lodge. keep in mind though, that the lodge stuff (because it isn't enameled) *will* require some maintenance.
Cleaning my lodge usually takes about 3 minutes... but you have to be a bit nerdy about it... can't let it soak (it's iron afterall, will rust) and you can't use soap. so it means rinsing with warm water, scrubbing off any food debris (with a brush) and then wiping it dry. Not a big deal.
Le Creuset and Lodge are quite different, in that the Lodge pan does not have an enamelled cooking surface. The enamelled cooking surface on the Le Creuset pan prevents rusting. This means that there is no ongoing requirement to maintain the surface- as is the case with Lodge.
Also, the Le Creuset pans are more expensive to make, due to the more complex process of applying the attractive and durable enamel.
Also, cast iron pans have quite different cooking characteristics to aluminum pans, as cast iron retains heat- as a result, you use a lower level of heat.
America's Test Kitchen rated grill pans. They like the Simply Calphalon Nonstick 13" Round Grill Pan ($40) and Anolon Advanced 12" Covered Deep Round Grill Pan ($50) as the best. I would just buy one of those.