Can't go wrong with Brembo rotors from tirerack.com. As for pads, some good choices are Hawk, Mintex, and EBC. Check out Tirerack again for those. As for drums the only ones I've seen are mintex and they are at mcnewsautomotive.com
Instead of paying the extra bucks for slotted or drilled rotors I'd suggest buying premium pads and some braided brake lines. You'll get more bang for the buck. Slotted or cross drilled rotors were needed when brake pads produced gases under high temps. The holes and slots expelled those gases. Modern high performance pads no longer produce these gases and external venting is not needed to improve braking. In fact the name of the game now in increasing the contact area with really big pads and multi piston calipers. The resulting problem is heat and more and more discs are appearing with cast in internal vents. On the other hand slotted or drilled discs do look pretty, just don't expect much in increased performance. Axxis and PBR make make good pads and linings as well.
actually all brake pads still produce heat (unless you use a form of brake rotor that is designed using a pyroformed silane in which case it creates a plasma that disperses heat into the air rapidly). The slotting helps to allow the heat to disperse more efficiently as well as disperse gases. Ask ANYONE who has ever slalomed with their car, slotted brakes regardless of how high performance your pad is, will always brake better as they are used more. Slotted rotors help to reduce fade significantly, and fade is a killer in any type of performance application. Since brake pad contents haven't changed dramatically with the exception of the introduction of ceramics, gases are still created, hence brake dust embedded all over a wheel. This dust is typically released in a fine particulate state that resembles a gas. This ash is highly heated and can get trapped between the pad and the rotor and lead to increased fade over repeated use.