I purchased a set of fancy drilled-and-slotted rotors (no lectures on the merits/pitfalls of cross drilling or slotting, I'm well aware of the issues) for my tall spindle/big brake upgrade, and they came with bearing races installed. Should I just use those with the new bearings, or should I knock them out and install the races that come with the bearings? I've never had new rotors, so this is a first for me.

Just run the races the rotors came with. They have never been run before so there is no wear pattern developed yet. Add new bearings of course.