Hey, welcome to the club.
Some members have gotten rotors and pads from Raceconcepts and have had good experiences and quality products. Generic Ebay auctions I am wary of since they could easily be junk. Also, I would personally stay away from cross drilled rotors. They can crack more easily... may not, but could... just my personal feeling.
I would wait a bit before buying new brake components until you start to need them. The stock brakes aren't that bad.
You could always try one of the couple big brake kits... if you really want to upgrade, and spend a healthy chunk of change.
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-Aaron
SVX: '92 Dark Teal 101k
'97 Legacy GT Wagon: dead
'99 Civic Si: daily driver... stolen and stripped with all my tools!
'92 Yamaha FZR 600: garage
2011 Jetta: Daily disappointment