I purchased my SB lines from:
http://www.formymercedes.com/mb_resu...ded+Brakelines.
But there may be cheaper places to buy, but I had my SRT-6 apart and did not want to wait 6 weeks and they delivered the next day so it worked out well.
And since you will need brake fluid - I too suggest:
http://www.rallysportdirect.com/shop...id-p-2465.html (thats a super cheap price for a great product)
I kept my stock rotors (they were new) and had them dimpled, slotted, and black zink coated. Pics in my gallery.
Thanks to HDDP's advice, I made these upgrades when painting my calipers and its worth the extra $$$ to have the best on your XF.