I've always just bought whatever was cheapest from a reasonable brand. Stick with the OEMs for best results and avoid unbranded stuff unless your just trying to fix something as cheaply as possible to get shot. Sort by price on eBay or autodoc (other vendors available!) and go from there.
I put drilled disks on the A4 (factory fit on certain models so you can get them from the normal aftermarket suppliers and they cost much the same as plain disks.) but they didn't really make any difference, and over time the drilled holes block up anyway. Grooved disks I've always avoided as they can be noisy and increase pad wear.
making sure the sliders and everything are working and the carriers are cleaned up so the pads can actually move makes a huge difference.
1994 Range Rover 4.6 HSE - Rough, but has an MOT!
2000 Audi A4 1.8T Quattro - Long term weekend car, 'slightly' modified...
2022 Skoda Enyaq - EV daily driver.