The benefit of cross-drilled rotors is improve cooling. The disadvantage is that they have a tendency to crack in extreme weather.
As far as whether or not upgrading to Brembo will be a good investment, I guess it all depends on what kind of driving you do. I drive my 240sx 50 highway miles a day (I know, it hurts...

) on the stockers and never have had a problem. My buddy drives his 240sx and has replaced brake rotors many times because he drives significantly harder. (i.e. 20 miles stop and go traffic, automatic.)
I'm no real expert on brakes. Maybe you should post in the Tires, Wheels, Brakes and Suspension boards... they might have more in-depth answers for you.