The only pans I know of that could possibly be harmful is the cheap crap that comes from China.
They have no standards when it comes to cleanliness or safety of production values from what I've been told.
In fact, I've researched production values over there and come to find out China still uses DDT to dust crops with, and still uses asbestos in some manufacturing of wire coatings......like on Christmas lights and extension cords. So, I wouldn't put it past them to be using toxic coatings and oils in the production of bakeware they manufacture over there. Im not saying ALL companies who have their wares made in China are low quality, but I definitely wouldn't buy any generic or "no name" brand stuff from China.
I try very hard to pay attention to WHERE the things I want to buy are actually manufactured. It is best to buy from companies in countries that have a reputation for producing "clean" merchandise.
Germany, France, Italy, Britain, Canada, and the USA are the main ones I buy from.
I've never heard of Pyrex shattering! I own a Pyrex casserole dish and I've banged it, dropped it, hit it, and accidentally put it on a hot stove burner for almost an hour.........and NOTHING happened to it! It didn't crack, chip, shatter, or even burn. If it was an actual Pyrex piece that shattered, then it must have been misused in the extreme.
If you want good bakeware, then research what you want against what you find online. Look at where its made, what value it has, how much it costs, and how long it holds up.
If you want metal, I would suggest Nordicware. It is a bit expensive, but I find my Nordicware on ebay at a decent price.
If you want non-stick bakeware, then make SURE it is BONDED non-stick bakeware. That stuff with the sprayed on teflon is a waste of money, as the teflon coating is not bonded to the metal......it will break off, chip off, and even flake off in your food.
If you want plain stainless steel, you pretty much can't go wrong with All-Clad or Farberware.
If you want some good glass, then Anchor Hocking makes some very good glassware, and most of it is made in the USA. (if you don't want Pyrex)
There is also ceramic bakeware, such as Corningware and Le Creuset which can be high in price, but are made to last and also hold their value.
If you aren't too price conscious then you might look at William Sonoma. They carry some of the higher end kitchen equipment and supplies, as well as have their own brand. I've never bought any of their brand, but I hear it is pretty good.
Hope that helps out.
As for using parchment paper when baking......to me, thats just a personal preference.
I know in Britain they use parchment paper instead of greasing or flouring the bakeware.
Here in the USA we usually grease it, grease and flour it, use spray on oils, or just use nonstick bakeware.
I personally have never used parchment paper for baking anything.