Cheap uncoated aluminum baking pans have good thermal properties, but there are two problems I have with them:

1. They're abysmally hard to clean. It takes a scotch-brite pad or the like, and when you scour off the stains with that you're scouring off the whole top layer, aluminum, stains, and all. You might as well use a power-sander.
2. Aluminum is harmful if ingested, and ingestion is likely if you're producing lots of aluminum dust by cleaning it with a very abrasive pad. Getting it clean with anything less is impossible.

So.... I'm looking for a copper baking pan that's coated with teflon. It's obvously the best design, therefore it probably doesn't exist. Maybe I'll settle for a glass baking pan, because that's also extremely easy to clean although it has terrible thermal conductivity.