I did the rotors with each brake job on my X5, without hesitation. When working in a shop years back, I machined lots of rotors, but the BMW ones have less meat to work with from the start. While I agree with the post above re minimum thickness, it isn't the minimum thickness at the time of the brake job that you need to worry about. Given how much the rotors wear during the life of the pads, it is the minimum thickness at the end of the life of the new pads that is the concern. You can get away with just pads without turning them , as I did when I put Axxis pads in a new 535, but any other time, just buy rotors.

Nothing against Brembo, but they aren't the same design as the floating rotor design, they are just rotors stamped out in places like Mexico. I went with OEM, but Centric look good as well. I have used jobber rotors, but would pay attention to the quality of the anti-rust coating, as some are better than others. If Brembo were the same price, I would consider them, but only if I was sourcing them locally (not on the web). I wouldn't pay any more for them.

__________________
2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue