I use Amazon a lot, for a lot of things. But as mentioned you have to be very careful about counterfeit parts. Basically if it's anything that I care about brand or quality at all, I avoid Amazon.
With the fleet of cars that I own, and fact that they all need parts, I'm constantly shopping around. I keep a spreadsheet with all the upcoming parts purchases, and a separate page for each car. I ALWAYS start with OEM part number and price.
www.partsouq.com has complete, VIN specific parts diagrams. They also sell a lot of parts, OEM and quality aftermarket for a good price. It does ship from the UAE, though (pretty reasonable price and time frame, although should you need a refund for some reason, you are at the mercy of exchange rates to get back what you spent).
www.subarupartsdeal.com to check price and availability (looks like partsforyou has similar information. I've ordered from Toyotapartsdeal many times, so I also use their Subaru site).
www.rockauto.com. I make a several hundred dollar purchase from them about 3 times a year. I wait until I need a big list, and order all at once to save on shipping.
Lately I've been using www.carid.com more and more. They have some really good prices on genuine Mitsuboshi belts, NSK bearings, Aisin hard parts, etc. I just bought timing parts for my Lexus 1UZ engine for about a third the price of OEM.
Wiper blades are a huge profit source for brick and mortar stores. I've been buying Bosch Evolution beam blades on Rockauto for about $5 ea, and they're ~$15 in stores.
Dealership parts departments generally use one of 2 pricing structures, Matrix or Velocity (sometimes a combination of both). Matrix marks up above MSRP on low-dollar parts, generally anything under $300 or so will be ~15% over MSRP. Velocity marks up slow moving parts above MSRP, and fast moving/easy to compare parts below it. The dealership I worked at sold 4-cyl oil filters for $4.95 for that reason. It's a good idea to compare your parts to MSRP, and get an idea of their pricing structure so you can use it to your advantage.