Great post (even though I'm commenting years later), I just picked up an 06 WRX wagon so I've been going through all the stickys; I've owned many vehicles in my 29 years (mostly Fords, it's OK though I'm wearing my Flame-Proof suit); example vehicles and brake "upgrades"
1966 Mustang - 4 wheel drum, went to front disc to reduce fade (also the springs inside the drum fell apart a lot) - this car is under the knife again, I want to turn it into an open track vehicle, so thats a whole other ball of wax.
1992 Mustang 5.0 - disc/drum - swapped SN95 rotors & calipers in front because the fade was evident on the stock brakes in normal driving conditions (well normal teenager driving conditions) also I ran wider tires that were quite sticky.
1993 Impreza - disc/drum, 1.8L FWD Auto - it had 14" rims so you can imagine how small the factory discs were, I replaced front axles more often than I replaced front brakes, great little car minus the axle chewing issue, used the cheapest brakes I could find, fade was never evident (no upgrade).
2003 SVT Focus - disc/disc brakes were massive, went to centric "premium rotos" because the rim/hub conact points were anodized and I ran a summer & winter set so I swapped wheels a lot, I should note I did front brakes at 75k and rears at 98k; that car was easy on brakes
2002 Honda CBR F4i - EBC HH pads and stainless lines adjustable levers - pads were for track days, lines were for better lever feel (bike had really long rubber lines) adjustable levers were because the stock brake lever was uncomfortable
2007 Toyota Yaris (my wifes car) disc/drum - centric "premium" rotors - she has a winter set and a summer set, the anodized contact points make it easier to swap wheels. I only did her fronts at 60k miles, and the pads had plenty of life, that car is easy on brakes too, I pulled the drums apart and the shoes look brand new still
I've owned an 88 and a 93 F-150 (disc/drum) , 2002 Explorer (disc/disc), 88 Buick regal (dont even know what it had for brakes) all of them have had enough braking power and I never noticed fade, even when I over-loaded my 93 F-150 to the point of blocking the rear suspension to keep the wheel wells off the rear tires.
With the exception of the mustangs (sub-standard brakes) and the motorcycle (intended track use) I have found no reason to upgrade brakes, with the WRX, since its my DD, I will most likely stick with stock pads and fluid, maybe do centric rotors for the anodized surface, but I don't think these brakes for DD use will need an upgrade.
Unrelated but related - "AWD is soo much better in the snow" FALSE! AWD gets you moving in the snow but doesnt do dimp to help you stop or handle; its your freaking TIRES!