If you're racing the car, or if you live in very steep mountainous country and have to go down long, steep grades, these rotors may help; for ordinary driving in reasonable "flat" land, they're probably not worth it. The downside, you see, is that the many holes do add up to some decrease in contact area with the pads (i.e., it's as if the swept area was less). Choosing to use it is really the dilemma between letting gases escape (the build up of which, between pads and rotor, is the primary cause of fade), and reducing the area of frictional contact. It may also contribute to rotor cooling, but the advantage is more on solid rotors which don't have internal cooling channels -- if you have vented rotors, there's less advantage from cross-drilling regarding temperature.
If you go cross-drilled, be sure to get a good brand, including that the holes be chamfered(sp?), and you really don't need many holes (their areas can otherwise add up, regarding reducing rotor-pad contact).
If you're interested, another alternative is slotted rotors, and unlike those with straight slots (which can lead to cracks), the curved slots of ATE(brand) "PowerDisks" can provide gas escape without appreciable loss of rotor-pad contact area.
I've been using PowerDisks (front), and I'm very happy with them (although I wish they were also available for rear rotors -- they aren't, for my cars).