There are a variety of types of brake rotors. The ideal brake rotor will have excellent braking characteristics when wet, dry, cold or hot. Additionally, the ideal brake rotor will be able to dissipate heat quickly and easily, keeping that heat away from the brake pads. The brake rotors that have been proven to be best at this are cross drilled and vented. This means they have holes drilled through them, and the area between the friction surfaces acts as a venture to suck air through them, cooling them further. The absolute best brake rotors are composed of carbon composites, or ceramics, and are cross drilled and vented.
For more info, see Why a Big Brake Kit Won’t Make Your Car Stop Faster