As a tech with 20+ years under the gun, I usually advise replacing calipers and rotors in pairs. It's like this...... Brakes work in pairs by the axle and if they are uneven for ANY reason they tend to pull. Especially when you need them most, like in a panic stop.
That said, things can get pricey and most people will USUALLY be fine replacing only one caliper at a time. The problem is, if you don't win you find out at the worst time, like when you are sliding sideways at the guardrail after trying to avoid a semi passing in your lane.
Cheap rotors Vs expensive ones. Quality will always pay for itself. You can take a chance, but don't scream if the cheap ones warp fast, or are crooked right out of the box.