OK, so many questions asked, and so many yet to be answered.
Firstly, do I presume that they have lasted 36k miles from new? If so, then I would suggest you arn't particularly hard on your brakes.

Regarding the graunching noise, this is simply down to poor maintenance. There was a recent thread on this forum about noisey brakes in the winter at low speeds - so try the search function!

Drilled discs will NOT offer any increase in braking performance. 90% of drilled discs on the market are just for show. The ONLY time drilled discs offer any real effect on braking is when brake fade is occuring - the drilled holes allow the gasses released by the pads to 'bleed' away from the surface of the discs into the central venting area.
Do NOT bother with braided steel lines, nor any kind of 'uprated' Dot5.1 brake fluid - as neither offer any improvement in braking effort. And Dot5.1 will invalidate your warranty, and also fcuk up your ABS/ESP assembly.
Onto recommendations. Depending on your budgetary constraints, and actual requirements - will decide what you need to do.
The first and best option would be to make sure that the standard brakes are correctly maintained. And I don't just mean new discs and pads. I actually mean make sure that the brake calipers are thoroughly cleaned and de-rusted - especially in the guides for the 'hammer heads' on the brake pads. Make sure all metalic sliding surfaces are lubricated and protected with a high quality nickel-based anti-seize compond (95% of 'copper' greases on the market are shyte - only the original 'Copaslip' made by Molyslip is any good). And make sure that all the sliding rubber surfaces are lubricated with the correct silicone based brake grease. If you get any petroleum based grease on rubber components, it will cause the rubber to swell and sag, and can cause both the caliper piston and the caliper slides to 'stick'.
The next suggestion would be some uprated brake pads - such as Ferodo DS2500 or Mintex 1144 (I
think that is the correct Mintex part!

). Don't bother with EBC pads, they arn't all they are claimed, and there are much better 'uprated' pads.
If that aint enough, and you wanted to keep the 'OEM look', then you could use the 345mm front brakes from the R32/S3/Leon Cupra.
Finally, if you have silly money to burn, then there are many, many options available. Alcon, Brembo and AP Racing are probably the best 'well-known' brake components. Another very high quality, but lesser known brake kit is by the German 'MovIt' (
www.movit.com). Then there are many other big brake kits available from the likes of Tarox (10-pot calipers

- which Hurdy has

), ECS from over the pond, and probably a few more which I have missed.
Finally, the most important piece of advice for improving braking is TYRES. Make sure you have some decent tyres, and if you have Dunlop SportMaxx - then ditch them asap.
HTH