Kubica, they would have to be extremely hot rotors to warp when going thru a puddle, or else we better stop driving our cars in the rain, seeing that water from the road is kicked up onto the rotors all the time when driving thru the rain.
717bimmerboym3, have you checked the rotor run-out with a dial indicator? It will quickly tell you if one or both (if we are talking about the fronts) have excessive run-out, i. e. warped. When you but these new rotors on, since you said that you torqued the lugs, did you change the pads when you installed the new rotors? Did you clean and lube the caliper guide pins? Did you apply never-seize compound on the pad backing plates where they contact the caliper frames? Did you use disc brake quiet to glue the pads? Did you bed the pads into the rotors?
Kubica, said it before, and will repeat again, I've used ATE and R1 Concepts Cross-Drilled Rotors for years with NO problems what so ever, and that included re-surfacing them when new pads were installed until they were down to the minimum thickness. OEM BMW rotors are not the only way to go, but then to each their on. As far as pads go, I've used Padig, Metal Masters and R1 Concepts Ceramic pads, all with good stopping power in all conditions, a bit more dusting from the Padigs than from the Metal Masters or Ceramic Pads, but again, to each their own since many here don't mind the dust and swear by the OEM BMW pads which are prone to fad when used hard in spirited driving.