I use a mixture, depending on price and how quick I need it.
Found a motor factors on Ebay up the road when I was rebuilding the brakes on my Frontera. They wouldn't serve me over the counter for the parts, so I went into the car park and bought them online adding a message that I would be collecting them in person. Back in to the trade counter, served by the same person and collected the parts!
(Front/rear pads, rear handbrake shoes, front discs, rear disc/drum £120)
I try and keep the little independent motor factor in the village going by doing my bit and generally buy my service parts from him.
If I'm using my mate's workshop I generally use Europarts (do a card sale over the phone and get it put on his delivery)
I think depending on the age and make of the car would depend on whether I'd use genuine parts.
10 yr old Mondeo; use a motor factors
1 yr old Porsche; genuine parts