I have Brakemotive Drilled and Slotted rotors with Wagner Thermoquiet pads and painted calipers. Not really an upgrade but I will tell you this - they are "zinc coated" but are currently rusted to all hell. This is in Florida (no salt) with 2 years of use and maybe 3k miles on them? Not too happy.
I lived in Florida about 3 blocks from a bayou. They may not lay salt down on the streets but salt is in the air and it is everywhere. I had more trouble with surface rust there than I do in Indiana. My motorcycle developed a little surface rust while sitting in the garage.
Even though I bought my Mustang in Indiana it was previously titled in Florida. It was 6 years old and I was surprised at the amount of surface rust I saw on the unpainted parts such as bolts and metal tabs. There was even a little surface rust under the dashboard. That was a surprise.
Granted, the salt in the air in Florida isn't as bad as driving through heavily concentrated salt water on our winter roads but it still corrodes things. I try to avoid driving my Mustang during snow storms but it is a daily driver and I have been caught out in them. I think the deepest snow I've driven through is around 5-6" of powder. It was coming down hard that day. After 5 1/2 years my zinc coated discs are not rusted at all. At least not rust you would associate with steel. The areas that are not touched by the brake pads are light grey with no pitting. The same color as my calipers. (After 11 years my calipers are not even close to being as dark as the picture Akurma posted.)
Edit: I looked up zinc coating. It says that zinc will tarnish and corrode first. I guess my zinc coating is in the tarnish phase which is a whole lot better than the dark rust with large pits that I was getting from the Chinese Autozone rotors.
Interesting fact: My wife's Toyota Highlander has 235,000 miles. It is driven all winter long in every weather condition including salted roads. I have changed the brakes pads without ever changing the rotors because I caught the pads before they ground into the rotor. I did not have the rotors turned down because they didn't show signs of excessive wear. So after 235,000 miles it still is running the original rotors.
By the way, the Highlander brake pads are the easiest I've ever changed. You collapse the piston before undoing anything. Then you undo one bolt and the caliper swings out of the way. Drop in the new pads and swing the caliper back down. Very easy. I wish all cars were that easy.