What car? Some cars are overbraked, some are underbraked, some have tendencies to warp disks. If it's underbraked, you need good stuff. If it's overbraked, then you can get away with the cheapies. Always do pads and discs together. Not worth just swapping half of it.
Brembo are the daddies of the brake disk world. If you have a car like a 406 that tends to warp disks (causes judder under braking), or a car with small brakes for its size (some Ford Kas), get Brembo disks. They also always come with new retaining screws, which is extremely helpful. All the others are pretty similar, and tend not to come with new retaining screws.
Pads are much of a muchness, so long as you're buying a decent brand like Mintex / Pagid / Brembo etc. If you buy the cheapest ones you can find, don't be surprised if they aren't very good.
There are a lot of people selling axle sets for specific cars on ebay, with mintex disks and pads at good prices.
My only other advice is to bleed the brakes properly, and to ensure that everything goes back as it should. Some cars have plastic ducts to direct air to the brakes that can go missing, and you should replace the caliper bolts as a matter of course. Costs a couple of quid, but you know they're threadlocked properly and won't round off next time.