Talking about an '04 Discovery now, my pads and rotors needed replacing every 12k miles on average. Discussing this with the service advisor, he offered that the reason for the frequent replacement is that it is a heavy vehicle. I have a Defender, which is also heavy, and gets wheeled, which goes 30k miles between pads. I haven't replaced the rotors yet. When I told him this, he just shrugged.
The case hardening on current LR rotors is very thin, and the pads are very aggressive. Once the hardened surface of the rotors is worn, they go downhill fast. Combine those factors with ABS-based traction control, and brake life is bound to be short. On other message boards that focus more on off roading one can usually find threads describing the magic combination of aftermarket pads and rotors that will deliver a balance of decent performance, life span, and not squeal. I haven't done that research yet, as I've only had the LR4 for about 2 months. I'm pretty sure that brakes on the '11 are different/unique, so it might be early for that information to be out there yet.
As your second set of rotors warped after only 1500 miles, I'd suspect an ABS issue causing premature wear.
ETA: before I had my Defender, I had two gray market G-Wagens. They are bar-none the best offroad vehicle out there. No carpet. No leather. No wood. Locking diff's from the factory. All business. Once MBUSA began importing the G500, they would no longer sell me parts for my G's. It was insane. I went into the dealership with the service booklet that came with the truck and showed the manager the list of places worldwide where one is supposed to be able to get their car serviced. That dealership was on the list. They wouldn't get parts for my gray-market G's. Period.
Enjoy your Mercedes. I'll never own another one.