Every kitchen needs a baking sheet (aka jellyroll pan). Not only are they great for baking cookies and pizza, but you can put it under a roast to catch drippings.
So you're probably saying to yourself, okay but what's the big deal, a piece of metal is a piece of metal, right? Wrong. Think about it, have you ever put a sheet of cookies inside the oven only to hear this weird "thwoang" noise? That, my friends, is the sound of your thin baking sheet warping (also, thin baking sheets may cause the bottom of baked goods to burn or heat unevenly). To avoid this, you'll want to invest in a couple good quality, heavy, durable, rimmed baking sheets. Oh, and make sure they'll fit in your oven, refrigerator and cabinets.
This professional-grade baking sheet from Chicago Metallic is heavier than most standard bakeware, distributes heat evenly and the aluminum-coated steel won't rust or warp. The rimmed edge is deep enough for baking cookie bars, and perfect for catching any drippings. One for $17 or two for $30.
If your kitchen is a tiny one, you might consider a quarter sheet pan instead. It has a light-colored matte finish that promotes even heat absorption and is half the size of a standard home baking sheet (perfect for those small kitchens). One quarter sheet will cost you $11.95.
Two more, so
If you're not using parchment paper or silpats, then you might really enjoy the the Cuisinart Nonstick Baking Sheet. Constructed out of heavy gauge aluminized steel, it heats evenly for consistent baking results and the nonstick coating ensures easy food release and cleanup. One sheet costs $17.95.
Another option is an insulated baking sheet. Although it has some downsides (they don't have rims and it doesn't always produce the correct degree of crispiness), some people really enjoy it. The central air chamber insulates food from excessive heat which means there's less chance of burning. However you'll have to be sure to monitor because things take longer to bake. Starting at $14.95.