Congratulations on your new car and welcome to ClioSport.
I have a 1.4 16v Clio as well and found the standard brakes easily suffered from brake fade. There are a lot of options for upgrading from pads to full brake conversions:
The cheapest option is to change the brake pads (approx £30) for some fast road pads like Mintex M1144 or some K-Tec kevlar pads (
http://www.k-tecracing.com/show_product.asp?id=245www.k-tecracing.com/show_product.asp?id=245) this should give a sharper braking response and more resistance to brake fade. The next step is to upgrade the discs (approx £100-150). TarOx sell cross drilled, and grooved discs that are a direct replacement for the standard discs - these will help even more with eliminating brake fade.
If you want more braking power then you will need to go for bigger discs(approx £250-800). The cheapest way of doing this is with the K-Tek big brake kit (
http://www.k-tecracing.com/show_product.asp?id=245www.k-tecracing.com/show_product.asp?id=245) this kit uses the existing calipers, but has a extener bracket which moves the caliper further out to allow 285mm discs (standard are 259mm) to fit. This is what I have on my Clio at the moment (
http://www.mcmillan-uk.com/clio/brake302.jpgwww.mcmillan-uk.com/clio/brake302.jpg) and I have not managed to get any brake fade with them - they also have a lot more braking power than the standard brakes. If you want serious braking power then you can get 4 or 6 piston calipers with big disc for £500-£800 from HiSpec Motorsport (available from K-Tec) or from TarOx. Be warned though, I bought a 4 pot kit from HiSpec Motorsport and it didnt fit properly and HiSpec were complete b******s after they had my money and refused to give a refund.
Also if you become a member of ClioSport you will get a discount at both K-tec racing and TarOx as well as loads of other places.