Kamal
If you do a search you will find quite a bit of discussion on cross-drilled brake rotors. Some claim it is simply a visual and a non-performance item while others see their benefits. I have them on our 300E and have appreciated their qualities. New Mercedes are coming with them standard now.
I would consider installing front ones only. You do not need to change anything but the rotor. There are cross-drilled, slotted and a combination.
Take a look here for some helpful information:
http://www.raybestos.com/usa/rotors.htm#
Haasman