My discs are probably very, very slightly warped too. I'm confident all the rest of the car is up to scratch. It doesn't worry me cos it's hardly noticable.
But one approach, is to have a brake specialist take the discs off and see if they are indeed warped (I presume they'd use a machine much like a wheel balancer to spin the disc to see if it's 'true' or not). If they are indeed warped, they may be able to machine them back to normal, presuming there's enough meat in them (should be, if only 4K miles). And obviously, if the discs are fine, you know the problem exists elsewhere - like the other guys have suggested, in the suspension.
If you do replace the discs, whether they are drilled or grooved, is up to you. It won't necessarily help prevent warping; in theory it might, cos they might cool better, but other factors like how much braking you do, and the quality of the metal in the discs, etc, can have an impact. Brembo offer some nice drilled discs; I personally use Tarox (non-drilled) grooved F2000 discs. On a street car (as opposed to track), I personally think such discs are mostly bling.
But nothing wrong with that - if you're replacing the discs anyway, they can be similar cost to OE.