Cross drilled rotors are great looking and do heat and cool faster (lower thermal mass), but they also crack faster. I have Brembo slotted and vented rears fitted and I must say, that they offer no real performance increase over the BMW rotors. The slots aid in keeping the pad material from glassing up as it gets hot. Mintex 1166 pads, an excellent fluid and braided brake lines would be my tip. You will have brakes that will stand up to doing track days then. If you can get the Brembo slotted rotors for about the same price as the BMW ones, buy them, they look good. (go and find the photos of mine on the site).
Have a look at this site, it's quite good for information.