This seems to be the best value for money I have found on a brake upgrade for BDR.
http://www.uucmotorwerks.com/PBC/fitments.htm#E36
Willwood and Brembo both make very nice kit's for the BMW for just under $2k, but they are "big brake" kit's and I think it's too much for such a light car, you will probably constantly be locking the brakes up.
I noticed that the BDR has the Anti-lock markings on all 4 corners, so adding ABS would be very simple if you wanted to.
Shaun