If the rotors have bluing, the brakes way overheated. However, if the rotors do not vibrate and the pads still feel like they slow the vehicle down normally, you got lucky. No need to change them but they may completly fade out next time you put that much heat into them. In all likelyhood you glazed the pads and may have caused one or more to crack or delaminate. If so, they will not work nearly as effectivly as they used to.
As for cross drilled rotors, the theory sounds good but in reality they have several disadvantages. Yes I use some on a couple race cars. These are not what you get for a street/stock fitment application. Replacement rotors, even from reputable manufacturers, that are crossdrilled are notorious for cracking and the resulting catostophic failure. With exception of one Porsche, none of my street driven cars use drilled rotors. I do use slotted discs even on my Explorer.
By the way, most rotors are some formulation of Iron. A few, such as on some exotic street cars, are carbon fiber. Very few automotive applications have ever used steel. It warps when heated unevenly, has lower mass for size and is a poor heat sink, and it doesn't disipate heat well. I have also never measured significant heat generation in the ATF during engine breaking with an automatic transmission. I measure at the internal factory sensor, output hard line, between all three coolers and on the metal return line. I agree there may be some heat generated as the torque converter is slipping a small amount, but this is minor compared to the slip it sees under heavy load while accelerating.
