I have had full F&R Brembo's for a while now, and LOVE them:)!!!
The stock brake pads are pure garbage. Period. Maybe the newer revisions changed the compound, but my early '05 had the crappy ones. I made the switch in stages:
Front Brembo only: With stock Sti pads & rotor's. Huge improvement over stock, excellent pedal feel, and modulation. This was even with the stock rubber lines to boot.
Front Brembo's w/2pc rotor's, Ferodo ds2500 pads and SS lines: Phenominal pedal response. The SS lines definitely stiffened up even the Brembo caliper's. The ds2500 pads are awesome, but pricey. Still had the stock rears, as I had trouble getting custom rear brackets fitted.
Front & Rear Brembo's w/Ferodo's & SS lines: Words cannot describe the braking response from just leaning a toe on the brake pedal. With the addition of the rear Brembo's, the car really came together. As has been recently uncovered, the stock rear Lgt caliper's have but a 32mm piston to the Brembo's 36mm. So adding the Brembo's on the rear does alot towards shifting the bias rearward, and helping to balance out the braking.
Brembo's F&R, 1pc rotor's, Axxis Ultimate's, SS lines: After chewing up the ds2500's, I looked for some less expensive pads, and these Axxis pads did the trick. They even have better bite than the Ferodo's. And cost 1/3 the price, so win win.
Also of note, I didn't perceive any real difference between the much more expensive 2pc rotor's vs. the plain jane 1pc rotor's. So I will be sticking with the 1pc, and just toss them when they are worn, since they are economical enough to do so...
I'm sure the Stoptech's, AP's, Alcon's or Brembo GT's would be even better. But, they cost a fair amount more, and like hp, the first 80% is pretty cheap, to get the last 20% is much much dearer.