Dean @ National has been great to me with parts and prices. They were cheaper by a good margin on my lift kit, tires, etc. than anywhere else. Any of the problems I've had at National were the fault of their supplier, and not National themselves. Modern Motors has been good to me as well. It's good to buy local with 4x4 stuff, in case you have a problem with anything.
I like eBay too. No one local could touch my eBay price on my Tuffy console, or even come within $100. I'll shop local even if I have to pay a bit more, but for $100, I'll take the chance. Just ordered a piece from RMOR last week, guess I'll find out about their service soon enough!
I've also ordered online through
Misch4x4 products and
Performance Off Road Centers. Both were great experiences.
For OEM parts, I've bought from Big4 and Renfrew. Both parts departments were fine, but I'm the kind of custome who comes in with a part number in hand if possible...