<blockquote>There's no such thing as a free lunch.</blockquote>

This refers to the No Free Lunch theorem. The theorem states that it's impossible to develop a search optimization algorithm that works well for all possible problems. Rather, for every class of problems which a given algorithm performs well at, there is a complementary class for which it does not. Thus, you may think you're getting a free lunch, but you're really just paying for it somewhere else.