I also have noticed the "dust" can actually burn the clearcoat on the stock rims leaving small black specs...I will be talking to the dealer about this.
what i did with the brake dust is bought black wheels. works like a charm! and about the aftermarket rotors and what not i am going to wait for the brembo kit to come out. comes with calipers, rotors and i think pads too. IMO that is the best bet.
I went with R1 Concepts Dimpled/Slotted Premium powder coated rotors.
Brake pads are Hawk ceramic's
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---Aloha
I have done the slotted and drilled before. NEVER again.