It all depends on what kind of car you have and the quality you want... for instance JEGS is good for muscle cars, Bavarian Autosport is good for BMWs, eBay will have tons of things too but they're probably going to be terrible quality compared to if you researched the part you want. If you want new exhaust per say, google best performance exhaust for (your car) and you'll find forums of people discussing what they've bought and youtube videos of how they look and sound
I'm in agreement with mobile mike.. SummitRacing.com is one of the better parts sites and easy to read and understand ....
It depends on the make and model of the car you want to upgrade.
BMW - http://www.bavauto.com/
I use SummitRacing.com.Jegs is good too,but Summit has always done a good job for me.
What is the BEST place for PERFORMANCE car parts.