I have both cross-drilled and slotted rotors - no structural issues at all, but I don't recommend them because of the constant dust that scatters when you brake - the dust impregnates your wheels and can score the chrome or polished aluminum - in some cases when the dust gets wet it will pit your wheels - at minimum it's a pita to get off. The other issue is that the constant cutting action wears your pads down very quickly - something to consider.

-- John