I disagree with EyeCandy. Brembo DOES make cross drilled rotors for the Legend (non-GS sedan and LS coupe). I think you have an LS coupe right?
In fact, the rotors that Brembo makes are either cross drilled or slotted. They are available for sale at Brembo's site. I'll list the info:
94 - 95 Legend L and LS Sedan
P/N FD00022 Front Cross Drilled $239
P/N FS00022 Front Slotted $239
And you can order directly from the site.
Their URL is
http://www.brembo.com
Click on the link for online store, then click on the link for Auto Brake System and you can do a search for the different applications that they carry.
The brembo rotors come plated already

.
As for your question about stainless steel braided lines? The advantage to having SS lines is on the track. For everyday usage, you won't get much improvement in brake feel. The advantage to having SS lines over the regular "rubber" lines is that the the SS lines don't expand as much under heavy braking and therefore minimizes "brake fade". For street use, having them won't help much. However, there are some members that swear they have better brake feel. If it was me, I wouldn't spend my money on it.
The rotors that you can get from Mr. Wood are cross drilled and slotted. I think that's the direction I'm going to go with.