What's the difference between the stock rotors and the same rotors from an aftermarket?
Well, aside from the warranty, which is REALLY important to me, the stock rotors are spin-balanced at BMW after the OEM manufacturer (Brembo, Ate, Balo, etc.) ships them to BMW. Some manufacturers claim to spin balance their rotors, but they may use less reliable clip-on or glue-on weights, whereas BMW shaves metal off the rotor to achieve the proper balance. My experience is that from a reputable BMW dealer with an aggressive parts department, you can buy rotors CHEAPER from the factory. The aftermarket dealers that advertise in Roundel have been, in EVERY case, MORE expensive (to my surprise as well), and there is rarely a warranty with their products.
OK, I'm using the stock pads and I'm happy. But the stock pads generate a lot of brake dust. Can I use dust shields?
General consensus has been that using dust shields are the WORST thing you can do for the health of your suspension. While they do appear to keep the dust off of the wheels, some people have claimed that the heat from braking isn't dissipated properly, and some have empirical data of amazingly fast rotor warpage with their use. More frequent use of a good wheel cleaner is the best solution..