You're wise to skip the Calphalon grill pan in favor of the Lodge. I have a very similar Analon grill pan and the anodizing is worn in some spots and badly discolored in others. It works okay, though. Lodge is an excellent brand and nothing beats well seasoned cast iron for that kind of work. Surely you can buy both the griddle and the grill, but you may want to save a few bucks and buy just one. The Lodge griddle (I'm speaking here of the flat, rectangular jobbie, shown below in both top and bottom pictures). I don't recall what I paid for mine, but it was cheap ... maybe in the $20 range? You can get them at any of the big box kitchen stores (BedBaffandBeyondReason, Linens and Things, etc.) The grill pan is simply a smaller version of the ribbed side of the bigger unit. In fact, the griddle (below) is more versatile since it has both a ribbed and a smooth surface. Avoid the cheaper non-stick aluminum kinds of this pan (NorPro makes one). The non stick soon burns off and you're left with raw aluminum.
These guys are harder to season on the ribbed side and also harder to clean. Get a stiff pot brush and just use water to rinse and brush (scrub) away the leftover chunks and such. Soon enough the tops of the ribs (all you need to worry about) will build up enough season to start acting more non-sticky.
All-Clad vs other clad (multi-ply) cookware ....... All-Clad's top line is five plys. Stainless, aluminum, copper, aluminum, stainless. Most other stuff is three ply. Stainless, aluminum, stainless. Technically, the copper adds a bit more heat retention. But in practice, I'm not one bit convinced it makes much day-to-day difference. Indeed, the All-Clad is a superior product compared to other similar stuff, but the premium one pays for All-Clad may or may not be the same value to everyone.
I have a number of saute (frying) pans. My very least used (as in 'almost never') is the plain stainless triple ply stuff. I have three different sizes of them and they get virtually no use. I continue to use Teflon for anything that doesn't need to develop a fond and that won't be done at very high temperatures. For the high temp cooking I use my Sitram Cybernox (unusual stuff: Google "sitram cybernox"). The downside is that the Sitram is one ply stainless with an encapsulate aluminum disk on the base. They tend to get *real* hot at the edge of the disk. But for things like seared scallops done at blast furnace temperatures, they do a very nice job. For most general purpose sauteeing, I use my tin-lined copper. And for eggs and some otjher things, the steel pans (discussed in this thread, with a picture, above).
I hate to say it, but the best all-around saute pan, in my mind, is teflon. There's a good deal of controversy around teflon and some very strong arguments against its use. That said, so long as it isn't overheated, it may be safe to use. But I'll let everyone make such judgements for themselves. Next best would be the Cybernox. But its pretty pricey and only available online (actually, some stores do sell it, but it is VERY hard to find). I wish Sitram made it in multi-ply; if they did, it would be a great way to saute.