If the existing pad friction surfaces look as though they've worn parallel to the back plate then you don't necessarily need to change the pads. I'd be paying more attention to the pistons. If you find that one is slightly stiff to push back then it would be well worth changing the piston seals and dust caps. Not a big job, just takes a bit of care and clear thinking.
If the old rotors make your brakes keep pressure then it would probably be worth checking out the new ones to see if they're warped even more. You don't know what quality control measures the particular manufacturer has applied. If they're warped from the production line then probably none at all.
It's such a bastard when you buy something that doesn't work right out of the box. it happens though. I'm sure we've all got stories of that whether it be a new set of discs or a friggin action man who turns out to have a spastic arm or something.