If you buy a transmission from the internet and have a local shop install it, the shop won't stand by the transmission. This means if there are issues you'd be responsible for working with the transmission provider to warranty it, including paying for removing and replacing (R&R) it. In my experience, this can be problematic.
If you have a local shop rebuild and R&R it, they will be much easier to deal with, in the event there are issues. As far as the transmission goes, the stock 42RLE isn't especially strong, but can last, provided you keep them cool. If you're looking to see what can be done to them, ATS provides what they call a "performance" transmission. To be clear, I haven't personally installed one of these, but did look at them when considering installing a stroker motor. I called them and they were very knowledgeable about this particular transmission.
You could always call them and see what they say about their warranty, and whether they cover R&R costs. Just be advised that anyplace you buy from on the internet will require a core, meaning you'll have a significant core charge.
https://www.atsdiesel.com/ats-42rle-performance-transmission-assembly-4wd-2003-2006-jeep-4-0l