To me it all depends on how fast i need it and how easy is it to change.
I bought my gear box ( darango box ) from o'riley. Its a 30 minute job. Lifetime warranty and i can get the part on demand. So i dont care if it fails every year or every 6 months.
I got o'riley to price match for my rancho 5000x shocks with lifetime warranty. I never need to worry about buying shocks again. Also i can get them immediately.
Now ball joints are a ROYAL PAIN to change so i will buy spicer. And will shop for the best price. Same goes for anything that needs to last u joints, gears, barings, ect...
If shipping is free i don't care how long it takes or who sells it. As long as quality is there and that company will stand by thier product they sell.
But on a quick repair part i like local with lifetime warranty. As long as im not going to be stranded in the middle of the desert.