You're getting some good advice here. But let me throw in my two cents.
All hi performance racing applications are going to have either slots or drilled holes. Cross drilled rotors are upsized to make up for lost mass.
Any change in your stock brakes are going to come with a trade off. Changing compounds will change the pedal feel, braking performance and rotor/pad longevity. Hard compound pads don't brake well until hot. Soft compounds fade with repeated hard braking. Changing rotors will only have an effect if you are running the car extremely hard, in which the larger heat sink/cooling effect will help keep your fluid from boiling.
If you look at NASCAR brakes, they are all slotted as they are not allowed to use oversized brake combinations. Other racing sports use cross drilled, but again they are usually way oversized, such as 13+ inches.
On my bike, I have "wave rotors" and very hard compound pads. You can't hardly stop the bike until you get the brakes really hot, but once hot, they're unbelievable. They're flat dangerous when cold, though.
Bottom line is this. Unless you are putting the car on the track, save your money for some better tires, which is where braking really counts.
Also, search on brake pads using the search tool. You'll find more advice and stories of adverse effects of changing from the stock setup that you can imagine. I tried aftermarket stuff and wound up with a squealing problem that caused me to spend twice the money because I re-did the work just to get rid of the squealing.
Stick with the stock stuff if you aint racin'. My two cents.