I would go with slotted/drilled rotors for better cooling and better pads, rather than changing calipers and keeping stock pads/rotors.
A chain is only as strong as it's weakest link and for a 335i's braking system in order it would be:
- brake fluid
- pads
- lines
- rotors
- caliper
To give you some ideas:
http://www.bmrautowerkes.com.au/prod...rilled-rotors/
http://www.bmrautowerkes.com.au/prod...-suit-bmw335i/