Rears, not necessarily - unless you're using it on the track, the stock drum brakes are probably better than the discs. The handbrake on the discs is woeful, and they don't do an awful lot with the stock biasing.
For the fronts, don't bother with the N14 GTI brakes. Get the much larger "AD22VF" stamped calipers and rotors off any SR engined N15 or GTIR. Even the 4WD SR18DE SR-Vs have them, and they're much larger than the N14 GTI brakes.
Most importantly of all, buy good brake pads. The difference between Repco/Supercheap own-brand rubbish and a true high performance pad, is the difference between a car that will melt its brakes driving sedately down a moderate hill, and a car that will happily last a twenty minute stint on a race track.