I believe that cross-drilled disks are, as the name suggests, drilled rather than cast. However it is possible that the disks are heat-treated after drilling which should remove some of the stresses.
Having said that, I wouldn't choose disks with lots of holes in them. I am using Forza grooved disks from Autodelta - they have been on the car since 20,000 miles (when the originals wore out, I gather) and have survived 40,000 miles of hard driving. They will need replacing soon (getting a bit thin) but they seem to offer good performance.
Choice of pad is at least as critical (if not more so) as choice of disk - some pads offer brilliant braking but wear fast, others offer brilliant braking but wear the disk out fast. I've got Tarox pads on the Alfa and used them on a 33 and an X1/9 as well - they seem to offer good fade-resistance, long life and reasonable disk wear. A good compromise.