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New SX4 pads are 10mm thick. They should be changed when they get down to 2mm. Rotors should never need to be turned unless they are warped, due to excessive braking. Distorted rotors will show up as pulsations in your brake pedal when braking. That's one of those "if it ain't broke, don't fix it" type of things.
If your brake pads are failing pre-maturely, it may be time to review your own driving/braking methods.
I traded off my 2006 Forenza after about 65k miles without ever changing brake pads.
My 2000 Grand Vitara went 150k with the original pads.
If you have lots O money to spend, go the RRM route, but if not, buy replacement pads at your local Auto Parts store.
My local Advance Discount Auto Parts store has several great brake pads for the SX4.