I haven't done it to my H3 yet, but I had 22 inch wheels on a 2000 Cadillac Deville years ago. I put slotted and drilled rotors on all 4 corners and some high quality pads. I had problems with the stock rotors "slipping" in the rain. The slotted rotors stopped that from happening.
Are you talking about a big brake upgrade? Is it still really expensive to do that these days?