I always cross shop
Rock Auto (hate their shipping policy... a charge from each warehouse),
Amazon (sometimes higher price but "free" shipping with prime),
Local Parts store (almost always the most expensive.)
The last few times I've purchased parts, Amazon was only a few cents cheaper. It's much less hassle to return something to Amazon than RA. For that matter, I'll sometimes pay a bit more and buy on amazon.
When dealing with Rock Auto and others, check the shipping locations. You should be able to look and make sure they come from the same warehouse. They make a killing on that shipping from different warehouses scam.