Just a quick couple of things.
Yes changing BRAKE pads is pretty easy, but you do need a couple of tools. You can rent the rear brake compressor from some autoparts stores. (AutoZone is one). Basically you pay a deposit that equals the cost of the tool, you get the deposit back when you return the tool.
You need a big "C" clamp or I use a big "C" visegrip on the front pistons.
If you have the brake pad warning, you need new sensors. And the rotors are probably going to need to be replaced. BMW/MINI really does design them to be consumable and intend that they be replaced. They can last through about 2 sets of pads, but I've found that if you can feel a significant lip, they are probably done for. You can't turn them on a brake lathe and have them be above minimum thickness. You just replace them.
As for brake pads, everybody has an opinion.
The stock brake pads work really well, have very good initial bite, (start stopping the car right when you start pushing the pedal), but dust a lot. They aren't good for very long on a track. Autocross ISN"T anything like a track, any brakes will last...
Most brake pads will accommodate the wear sensors.
Hake HP ceramic, Porterfield R4s, Akabono, Axxis Ultimate, Cool Willys, EBC green .. all will work, it will come down to personal preference.