I use one of those too, AndyM, it's called a "Misto". I like it because I get to choose which kind of olive oil I use. I'm on my second one, but they last for years.
I have never heard not to use non-stick spray on certain types of pans. But I don't use teflon and I still haven't bit the bullet and purchased a nice set of SS. My le Cruesant works well for most everything. Guess I should go educate myself about it.