Drilled rotors are unnecessary unless you are tracking your car. Normal rotors dissipate heat just fine for any kind of street use. Also, unless you're buying Brembo drilled rotors, the drilling adds stress points that can crack the rotor easier.
Slotted rotors will help shed the water off the rotor like Mike said, and they'll also provide a lot more "bite" than smooth rotors. Because of this, they'll also use up your pads a little quicker, but nothing too outrageous.
I got my last two sets of rotors from R1 Concepts. Smooth for the Bonne, and slotted for the truck since I tow and need the extra "oomph" that it gives me. My next purchase will be from www.brakeperformance.com
because the offer the same products, but with lifetime warranties instead of one year.
2004 Chevy Silverado Z71 - 15% tint, FTDRL, All-on-high, 5000k lows/fogs, tinted tails, color matched grille, Sound by Kenwood.