At my shop, my go-to supplier can be any of the above. Here at this shop, the AutoZone rocks, O'reillys is great but farther away, and Napa can't even get in the ballpark. The parts quality is great from either as long as you know what to order and what not to order. I don't get ignition components from AZ and I don't get fluids and suspension parts from O'R (unless its brand-name)
Napa doesn't really work for us that much. They have very good quality parts, but they are not set up for efficient corporate and commercial accounts. Its kinda like their commercial accounts are a little side benefit, not a priority. In terms of normal consumer stuff, they're great.
For instance, today I got a Lincoln in for coil replacement. No hesitation, I called O'R, ordered the BWD brand coils and a store-brand intake gasket set (because I happen to know that O'R gaskets are almost always re-boxed FelPro or Victor Reinz stuff.) It was here in 15 minutes. If I had called Napa, it would have been here sometime this afternoon once they locate all of the parts from different stores, it would have cost 30% more, and it would have been the same quality.
Last week I did axles and struts on a Camry. Didn't even shop, just called AZ. $44 each for new axles, and the Duralast struts are made by Monroe but at half the price.
With some geographic exceptions, here is something good to know: AZ brand oil is made by Pennzoil and/or Quaker State, O'R brand oil is Castrol, and Napa's is Valvoline.
At least in Austin, Advance is not even something I would consider. I gave them several chances to get things right, but over 50% of the time the parts are wrong and they are of such terrible quality that I can't afford the warranty returns.
For the most part, the commercial parts people at AZ, O'R, and Napa are highly trained and very accurate. It seems like Advanced commercial accounts are staffed by the typical 16 year old idiots who ask if your car has air conditioning before they can sell you a ball joint.