Hi, I'm new to this forum but am in the same spot you are, so I thought I'd throw in my two cents. I apologize for the long post, but wanted it to be complete.
After looking around a bit and talking with some other motorheads I went with Brembo drilled, not slotted, rotors and Axxix ultimate pads.
This is what I found while doing my research.
Slotted rotors will keep your pads clean and glaze-free, but they will accelerate pad wear. Slotted rotors do not run any cooler than stock.
Drilled rotors will run cooler and will tend to have a minor cleaning effect on the pads. The chief reason for the drilling is keeping the rotor cooler, and cooler brakes typically means better braking performance.
One of the other folks mentioned noise. I will say that whenever I've been in a vehicle with drilled or slotted rotors, I've always been able to hear a little "pfft...pfft...pfft" type noise as the brakes were applied at moderate or slower speeds (below 45 or so). Thus, if you want absolute silence, you probably want to avoid drilled or slotted.
Of course, all that said, a primary reason I went to drilled rotors was that I had to replace the rears anyway (slightly warped) and since I've replaced my wheels and the brakes are visible, I thought it would look better. And besides, cooler brakes are always a good thing.
After going back and forth with pads, I chose the Axxis Ultimates (ceramic compound). They're supposed to offer greatly reduced dust but excellent performance across the normal temperature spectrum, including good performance when cold. One key is to avoid the really harder compound pads, as they will wear down the rotors faster. My decision was down to either PBR, Porterfeld or Axxis and it was almost a coin toss at the end. If I drove hard or did track days, I probably would pick a harder compound that would work better at higher temps. They have a nice comparo chart on their site at: http://www.axxisbrakes.com/technical.htm.
As far as the sensors go, if you're getting the display warning, from what I've heard you should go ahead and replace them. Most of the online folks have them for under $3 each. I think autohausaz.com is the cheapest, but you have to bump it up to $50 if you want free shipping. Not hard for me because I'm *always* buying something.
Of course I've yet to actually install all of this (rotors just arrived and I'm waiting on the pads). If you're not quite ready I'll be happy to follow up with the results after I finish it, but it may not be until mid April.
Finally, I haven't had any experience with Kleemans but helped a friend do a Brembo big-brake upgrade kit on a Denali. Great kit, great product, stunningly expensive and it used the stock calipers. Came complete with new two-piece oversize vented front rotors (drilled, plated to reduce rust), stock-sized but drilled and vented/plated rear rotors, Brembo front and rear pads, relocation brackets for the front calipers, stainless steel lines and only barely-adequate instructions. If you're a decent wrench it's certainly within your chops, but as the other post notes, you'll need bigger wheels. Some 17s will fit them, but 18s are safest from a sure-to-fit standpoint. Personally I wasn't willing to sacrifice that much ride quality so I stayed with stock brake sizing.
Hope you're still awake.
Good luck and enjoy the ride.