I was using Brembo discs and pads on the stock calipers up until a few days ago, they were fine for road use but utterly useless on the track. Have stuck with the stock calipers and brembo discs but upgraded to EBC Yellow stuff pads all round and the transformation is quite spectacular. Haven't had them on track yet but will be at Silverstone on Sunday (PHSS) so will let you know how they fair then. A decent set of discs and pads can and will make a huge difference to a point so it depends how far you are planning to take the car.
I'm running a 2.0TFSI on Revo Stage 1, dyno'd at 262hp (260bhp) with Revo CAI and Forge DV. The stock calipers are just about fine for the moment but anything more and a big brake kit (front) will be necessary. I will probably go the Forge route as they seem a good compromise on price and performance.