My Z is a 2004, had it since new, before I'd even had 10k (kms) on the clock, Nissan had to replace the rotors as the pads were absolutely chewing through the discs/rotors. Now what Nissan told me at the time, was the first version of the pads (so probably on the earlier models like mine) is that they had not got the compound right on the pads, they were too hard and they were wearing through the discs/rotors excessively fast. I don't know if that helps. I have heard this before, I think it was on http://www.350z-tech.com.
Do you know if your Z had been sitting for a while, ie had a much earlier birth date, than the date you purchased??? It's quite common.
Good luck let us know how you get on.