I think stainless and 3 piece set-ups are PURE luxury. They really add no value to a homebrewer. If you were going to be using the system for commercial level production, you might be able to make a case for stainless being something more than just extra-shiny.
Keep in mind that I have 2 three-piece valves that came with my conical. Having used and cleaned them several times, there is no way in hell I'd spend the extra money to change over my boil kettle or HLT.
So, If you have money that's burning a hole in your pocket; go get em! If you just want something that will do the job well - don't bother.