I just bought all new brakes from www.bavauto.com
They have OEM and aftermarket stuff, and I went with the crossdrilled myself. When I drove hard on the stock pads and rotors I got squeal and could feel the fade. But the OEM is good stuff too, especially if you don't drive the car hard. Watch it though, Dealers will rape you for the replacement costs, look for a good independent BMW repair shop, but look for a good set online if you aren't going to put OEM on.