IMHO, rockauto for ALL auto parts that are reasonably shippable... Why should I have to stack coupons and special offers on top of one another to get a remotely competitive price? IE, shopping for struts and rock-auto and advance auto parts were within $10 of one another for the same brand, I was shocked until I realized that rock-auto's price was the easy-strut (everything including springs etc already pre-installed on the strut) and advance's price was the strut only... their price on the easy-strut was double that of rock-auto... No coupon or special offer is even going to get me close...
Ok, ok, rant off... rock-auto is VERY competitive.
For batteries, I'm hooked on Advance auto's Gold battery. I've had VERY good luck with them and they don't jack you over on their warranty. Auto-zone's battery warranty is stupid and the guys at auto-zone tried to tell me that a battery holding a charge of 10.5 volts was within the range of "normal" and there was nothing wrong with my battery.
As far as brake pads: for my daily driver (junker) I buy whatever is cheap but reliable brand. For my family vehicle I have Akebono ProACT brakes because the OE brakes are made by Akebono and I want the best when my family is in the car.