Improving your brakes is needed even for stock cars, IMHO. But before you get to think about brakes I think it's more important to make sure your tyres are good enough for your needs and that the suspension is working well too. With no good rubber and a bouncy ride, even better brakes won't do miracles.
For road use you can just think about better pads. That will make a good difference and won't be that expensive, compared with a new brake setup.
The best and cheapest are the front brakes from the R32/R20/S3/Cupra, then the brakes from the Porsche Boxter/Cayman 986 with OEM 312 mm discs and Vagbremtechnic carriers, then the TTRS brakes with Vagbremtechnic carriers to use TTS 340 mm discs and then Brembo 17Z or 18Z. Better options are much more expensive, mostly due to using 2-piece discs, AFAIK.