I actually buy Advance AutoParts Rotors/Pads (mid grade) and the key to buying the cheapo-mid grade rotors is to turn them right when you buy them, sure it says "already machined" on the box and they are "supposed" to be true, but I can always see just a little out of round condition in them even brand new, I used to work at Ford, and the only rotors that I knew I wouldn't have to turn were the OEM Motorcraft from the parts counter, everything else was always turned b4 installation, just one cut does it usually, and the other thing is that it gets the protective coating off really well, brake cleaner does too, but you have to work at it sometimes.
Also, no matter what rotors/pads you buy, make sure you seat them properly, meaning NO HARD STOPPING for the first 400 or so miles until the pads seat. This can mean the difference between pads/rotors lasting a long time w/out warping, or rotors warping in the first 6 months...