Upgrading to slotted discs and better pads will make a big difference,.
Slotted rotors are benificial on both on the street and track (more so on the track).
If your going to do rotors you need to do pads though, stock pads are rubbish, Im using TRW at the moment and they are a massive upgrade from stock, I'm still on the stock rotors though.
Theres no need to upgrade your calipers unless your doing alot of track work, the stock calipers are fine for 90% of people.