Cooking seems a bit vague – what are you cooking?
Meats and vegetables have sugars in them that are begging to be caramelized – this process is what happens when you introduce your food product to a pan on high heat with some sort of fat introduced, whether it be oil or butter or the fat from it's internal makeup.
High heat will prevent sticking as well as fats such as butter and oils. Meduim High heat is best for thick cuts of meat that will cook at least 6 minutes on each side.
Deglazing is key as well, meaning deglazing the pan with a liquid, usually alcohol based, to release caramelized bits from the bottom of the pan (this is called the "fond") and is the main difference between professional and home cooking.
I short, high to medium high heat, small amount of fat, deglaze with a liquid.
