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Brake rotors are an integral part of your brake system and your wheel. The brake pads grab the brake rotors, creating a slowing friction which brings you to a stop. For the most part, your factory rotors are ok. In the case of a used car, you may want to have the rotors (or the entire brake system, for that matter) replaced, and the rotors should certainly be on your mechanics check list when you have them check the car prior to purchase.
If you are doing high performance driving, racing or other more intense use of your vehicle, a brake system upgrade with new rotors and pads will most likely be in order.