Let’s clarify one thing right off the bat. Saffron is indeed “the most expensive spice in the world” by weight, but you need so little when cooking that it’s actually cheaper to use than many everyday flavorings—a single lemon often costs twice as much as a pinch of saffron. And a pinch, which is 20 to 25 threads, is all you need in most cases, as in Broccoli & Cauliflower Sauté with Garlic & Ginger.
When buying saffron, keep two rules in mind. First, buy saffron in threads only. Powdered saffron can contain other products, and it’s difficult to know whether you’re buying the pure spice. Second, look for saffron that contains only short, deep red threads (they’re actually the stigmas from the saffron crocus). Lesser grades of saffron include threads with some yellow areas (which is the style part of the flower). This isn’t a bad thing, but the yellow part doesn’t have the same coloring and flavoring power as the red stigmas, so the saffron isn’t as potent.