I had good really good results with the following upgrade to my OE WRX braking system:

Stainless Steel Brake Lines
AXXIS Ultimates
OE Rotors (cross drilled/slotted is not going to do anything for you)
Synt Brake Fluid Flush

The Ultimates do dust crazy but no noise. I also tried the AXXIS Metal Master which I was also happy with but the Ultimates where a very noticable upgrade. The Metal Masters didn't dust as much but seemed to more difficult to clean the dust off the rims.