the only advantage of the slotted rotors is going to be under heavy persistant use. As mentioned the gas buildup will be let out by the slots and therefore when your brakes are hot you will get better braking action. But this is not really necessary with stock calipers.
One of the main reasons BMW says that OEM rotors can't be turned is so that you buy new ones everytime you come to the shop. I used to turn my friends BMW rotors back when I was in shop in high school. We never had a problem with poor braking. I would just check them to make sure they have enough metal left so that I would not take them too small.
I think buying the SS brake lines first is the right move. You probably do not do enough hard braking to need new rotors or calipers. SS brake lines and new higher performance pads should be just fine for you.