depending on what you have planned, the best setup for your brake system would be OEM shit. If you're not pushing a lot of power you dont need cross drilled or slotted rotors. I bought them strictly for looks from R1 concepts on eBay. Brake pads...best bet is OEM from what others say. I have Axxis Ultimates and the dust like a mothafucker. I drive around right after I get a carwash and they dust already...
Like Ugly said, what brakes you need depends on what you're going to use them for.
High-performance brakes are stronger, but need to be heated up before you can use them. (They have a higher maximum temperature, so it resists fade better, but it also has a higher minimum temperature.) When looking at top-level pads meant for the track or drag racing or whatnot, you might not reach the generally recommended operating temperature and so it won't work as effectively as a 'lower-end' brake pad.
Like everyone else has said, totally depends on what you'll need.
Some brembo blanks and OEM pads will be fine for daily driving.
Something more aggresive, get some better pads, even more aggressive, some Power Slot rotors and better pads.
I hear good things about a Power Slot rotor + Hawk HPS combo.
I'd personally stay away from cross-drilled rotors, just because many that you find were drilled after being made instead of during the process they were made, and they are more prone to cracking due to the weak points made.
But also really important, brake fluid.
Keep it fresh, change it at least once a year, even more so if you drive hard.
I've heard nothing but good things about (I believe) Motul RBF 600.