Well, it depends on the desired part and also on your local places. Some parts I'm better off buying locally as RA's price with shipping is higher or only slightly lower. Other times...
...last fall I needed new front struts for my Tracker and the wife's XL7 along with new rear shocks for the XL7. I bought some NICE KYB struts and shocks from RA for less, including their share of the shipping charges, than any of my local places would sell me their house brand generic struts and shocks for. RA's generic Monroe or whatever struts for my Tracker were over $10 cheaper each than the local places could do for me.
I've had many experiences like this so I frequently shop at Rock Auto. Unfortunately I haven't lately so I don't have a current discount code.