It depends on the part. Rock Auto does carry some OE stuff. Certain items i prefer OE, somethings I can live with aftermarket. If the part is cheap and easy to change myself, I will cheap out. If its expensive and difficult to change, I pay extra so that I don't have to do the job twice.
IMHO, brakes are super easy to do, so I typically go with a mid range quality product. Since I do a lot of highway driving, I don't find I need to change them often. Front bearings, a little harder on the difficulty scale, so I would go with higher end parts. Any critical engine component, never cheap out. A bad part can kill an engine. No way i'm going to cheap out on timing belt rollers, or tensioners, or water pumps, etc. Way to hard to change if it wears out prematurely, and high probability of damaging the engine if failure occurs.
I needed some parts for my work truck (brake rotors, calipers, & pads). Rock Auto was 1/4 the price of any canadian source. With shipping, even with the heavy weight, it was still 1/2 the price of any Canadian source. I did have to ship back the cores, but it wasn't that expensive.