My layered pan's non-stick coating IMMEDIATELY flaked off. I also did not find it did any better job of not burning cookies, etc. than putting two cookie sheets together.
I have heavy aluminum cookie sheets fromCostco that do not bend in high heat. The sheet just must be a heavier gauge than the supermarket variety, in my opinion.
Are you trying to use it for roasting?
Just bite the bullet and buy good quality sheets at Williams Sonoma. They don't warp, and given how central they are to baking, and given that they pretty much last indefinitely, it's nuts to skimp on them.
And avoid non stick pans: they're not all that effective, they're more expensive, and even the good quality ones overbrown. If you want non stick, do things the right way and use parchment, or better yet, a silpat.