To bake a pizza on a pan, you really can use any heavy cooking sheet. But there are some nice pans available that have perforated bottoms, which allow the heated air of your oven to make contact with the bottom of your pizza. This gives a nice, crispy bottom crust to your pizza. This type of pan is also nice for reheating leftover pizza and cooking frozen pizza. It does not need to be preheated. You can assemble your pizza right on the pan and then set it into your hot oven. Most pizza pans are made of aluminum or anodized aluminum, which helps with the browning of your crust.
To make a deep-dish, Chicago style pizza, you will need to get a pan that is deep enough. You can often find pans that have a removable bottom, which you will appreciate when it comes time to serve your pizza. These come in full sizes and smaller sizes, perfect for making individual-sized pizzas.