For what it is worth - I have a first gen so your deal may be different - I have used Mazda OE, Brembo and parts store rotors. For the money the cheap parts store rotors make most sense if you are changing rotors often. I am finding that I change rotors and bearings everytime I change pads or at least once a year. So I buy parts store rotors.
I have had no failures, warping and or cracks from any of the rotors I have used. The Duralast (Autozone) lifetime rotors ($35 each for the small spindle $65 for the big spindle) look good at the end of their life cycle. They are still fairly flat and have no grooves. The same was true of the Brembos and I kept them for spares. The Mazda OE rotors didn't perform that well - they looked bad after only one set of pads and didn't even make into my spares collection. Of note, the Mazda rotors were used in my rookie season. I used the brakes more back then than I do now.
I am in the process of switching from small to big spindles and for this round I am using one Duralast and one Wagner rotor. I didin't intend to do this but I bought one rotor (Duralast) several months before the other and forgot this when I purchased the second rotor (Wagner). Anyway, I bought the Wagner from O'Rielly's and is a dead ringer for an OE rotor. It will be interesting to see which one works better.
I use Hawk Blues front and rear.