The odds are higher that the factory would be able to turn a rotor more accurately than most shops. Think about it. The factory is making runs of thousands of rotors and they've got the equipment. Of course, there are the exceptions, but I personally know of no one who has actually seen a rotor warped out of the box.

I would take my chances with the factory over the local shop and put them on straight out of the box. You just want to make sure the hub mating surface is as clean as possible and the rotors should be wiped down with brake cleaner before installing.

Just my $.02,