I second the braided SS brake lines. I put those on my Yukon and noticed a difference.
I, too, use drilled rotors. I started buying them from Brake Performance back when I had my Cobra. Back then, they advertised that their rotors were cryo-treated to prevent warping. Nowadays, they don't say that. But I've been using theirs on all of my vehicles. I've never had a drilled rotor crack. From the research I've done, it seems that if the holes aren't properly deburred/countersunk, they can form a stress riser that leads to cracking. Obviously extreme heat cycling, such as racing, could do it, too. But for a street driven vehicle, they're fine if properly done.