Drilled rotors are not generally allowed on the race track, unless they are OEM units. Aftermarket drilled rotors are generally for show, not go! They have come apart on the track! The slots and holes are there to allow gases to escape from the pad/rotor interface. My understanding is this is not a major problem with current pads, and should never be an issue on the street. OEM pads are usually good, especially if you are not driving beyond the “normal” use.
I race a Miata with stock rotors and racing compound pads. I tried a set of slotted rotors and they cracked after one test day of use. There are many aftermarket pads that can give better performance than OEM. Most make more noise and dust to deliver better braking performance.