Although I can't help directly with your question, I have to say, if your rotors are, indeed, warped after only 35k miles, you're doing it wrong.
Under 'easy' driving, the brakes *should* be good for at least 50k, if not 100k miles. My 2011 base GT just turned over 40k this week, and my OE pads still measure about 7-8mm thick- front and rear. I'd estimate that 80%+ of my driving is around town.
As far as rotors not rusting, you'd have to look at carbon fiber, as all other rotors are cast iron. You could look into painting the non-contact areas with some hi-temp paint- that would help the rust issue some.