Huh. It may be the thick, titanium-hard layer of seasoning I have on mine, but I have never had this problem.
I’m not sure what AFFORDABLE means, but I would second T-Fal. A good set is less than $90 and good and solid nonstickware.
Bloodbath & Beyond doesn’t seem to have any but Target has a few. I’ve used the enamel ones but not the stainless steel.
I second the suggestions to either go to T. J. Maxx, or to buy Revereware from Macy’s. My parents are still using their Revereware wedding-present saucepans 35 years later.
As theoretically wonderful as cast iron is, it’s a PITA to clean. I almost never use my few cast iron items because cleaning them is more of a chore than it’s worth.
When Macy’s goes on sale (which is relatively often), the choices there become quite affordable.
Then you probably haven’t seasoned them correctly. A properly seasoned cast iron pan wipes clean with a paper towel, basically no matter what’s been cooking in it.
Let’s muddy the water further - vintage back-in-the-day cast iron is preferable if you can find it at non-boutique store prices. I have a Griswold 669 - and recently noticed a lady at antique shop had a coffee-table/price guide book specifically on the Griswold line of cast iron stuff.
The reason is that the cooking surface starts out pretty smooth already for a cast product, and makes seasoning a lot quicker. I’m probably not using this pan the way I should - it usually gets poached egg duty, which ruins any seasoning.
I’m so glad to hear this. I thought I was the only one who hates to cook with cast iron. Too heavy, too hard to clean. I’m not impressed.
Sometimes I have to soak mine in clean hot water, no soap, but no more than that.
I then wipe them off, heat them on the burner until all H2) is gone, , spray in oil, turn off burner. It’s this after care that keeps them seasoned.
To season, spray with cooking oil, then place in oven at low temps (so the oil doesn’t smoke or burn) for a few hours. You might have to turn the smoke detector off anyway.
Do you have an outlet mall anywhere near you? Ours just recently opened a Calphalon outlet store, with bargain prices on open stock (inidividual) pieces. I was finally able to replace my flaking nonstick 3-quart saucepan without spending too much money.
The restaurant supply suggestion upthread is a good one, too.
Unless there’s a magic incantation that you’re leaving out, they’re seasoned.
And still a PITA to clean.
Something sounds very wrong. You may need to scour them and start over from scratch.
And JFTR, the above is not how I keep mine seasoned. I dry the pans for a few hours (after cleaning) in the oven to drive off the water. 250 degrees, max. THEN I wipe lightly with oil (all surfaces. Bottom too.) wipe out any excess with a paper towel, and store as usual. Never any stickage, never any cleanup problems.
Do you have access to a Costco? They have Kirkland brand stainless steel pots that will last you forever for way less than Macy’s or BBB.
With good heavy-bottomed pots you should never ever turn the heat up past medium unless you are boiling water.
Is there an outlet mall near you? You can often get Revereware at good prices at a Corning outlet. I like the copper bottom pots, as they do not melt when your mother-in-law starts tea and forgets about it until the pot boils dry.
I got the 6 piece set for $50. I love it. I also have a cast iron skillet.
OK, I’m in Orlando, land of outlet malls. I never go to them and wouldn’t have even thought of checking them out, but now I might.
My old roommate is a paid-up Costco member (and he loves the place), so I can always bug him to tag along next time he goes. He even mentioned them having good, solid, reasonably-priced cookware, but I can’t go browsing around there alone since I’m not a member. I can’t justify the $50 it takes to join, but I do enjoy going there, as they always have awesome food products too.
I’ve never actually tried it, that’s just what I’ve read.
And those of you who say cast iron is hard to clean - you gotta think like your grandma. You can’t get upset because you wipe it and there’s still black stuff. There’s gonna be black stuff and that’s okay, that doesn’t make it not clean. Season it according to the instructions, cook a couple batches of cornbread in it, pan fry some kind of fritter, and you’re done - you shouldn’t need more than a paper towel swipe for almost anything from that point on. You can’t get too pickity about it, though.
(Which is weird, because if my grandma saw the first blade of grass in her dooryard there was hell to pay, or a speck of dust wandering into her house, but she cooked with cast iron which to me always means there’s some black stuff on your paper towel. Go figure.)
(No, I did not get hers. And I didn’t get my aunt Annette’s, and my mom’s still mad. So at the last family reunion I made claim on my aunt Retha’s, even though she’s still alive. Sometimes you gotta step up and stand up for your own claim, you know?)
Well, upon further inspection, my cast-iron pan actually is made by Lodge! It isn’t seasoned because it has yet to be used – the paper instructions are still in it – but it has a few spots of what looks like rust, just from having been in storage. Is it still okay?
Okay, here it is, from the horse’s mouth. Directly from Lodge, itself, Inc. How to season, clean, and bonk a burglar with, cast iron cookware.
http://www.lodgemfg.com/useandcare.asp
Just remember, the burned oil is the non-stick surface. You might think it gives an off taste to the next meal, but it doesn’t. A cast iron pan should be black. Black is beautiful, when it comes to cast iron. (People, too.) 
Actually, open stock pieces (on sale) are the best way to go. Every good cook I know has pieces from different manufacturers. While you may like Calphalon’s sauce pan, you may want someone else’s skillet, and someone else’s frying pan, etc.
I’m not a Foodie, so a matching set is mostly fine for me.
Oh yes. I’ve seen cast iron pieces that are rusty all over cleaned and seasoned and back in action. There are folks that restore cast iron as a hobby. A few spots of rust just need to be scrubbed with some steel wool, give it an all-over wash, and season away. Wiki has a good article on seasoning your pan, and a google search will get you to the hobbyist pages.
I use my cast iron pan for just about everything, even wet and acidic stuff. If the seasoning is good enough, the occasional tomato-based meal won’t destroy it. I just give it an extra-good swab with grease when I’m done. To those who have a hard time with it, you may want to scrub the hell out of it and start the seasoning process from the beginning. I promise that if it’s properly seasoned it should be the easiest thing in your kitchen to clean and care for*. When I’m done cooking I just empty out the pan, wipe it clean with a towel, and give it a rub of grease. If something’s particularly sticky or stubborn I’ll fill it an inch or so with water, set that to a low boil, and give it a quick scrape while the water is boiling, and that’s pretty much the maximum cleaning effort it needs. In the event of the apocalypse, I’m running back into my house to save my cast iron pan. 
For all other stuff I use Circulon pots I bought with a gift certificate that was a wedding gift. These are incredible too, and don’t have the crappy teflon surfaces I equate with “cheap” non-stick pans, but you can get a dutch oven on Amazon right now for $13. FWIW I’ve never managed to make a mess that didn’t wipe right off these, either, and they’re solid and thick-bottomed enough to heat with a lovely, even heat.
*And if it’s not, send it to me and I’ll find a good home for it