If it's an OEM part that I need, I usually use the car manufacturer's parts catalog to find a part number. Then I enter that part number in a web browser, and browse through whatever comes up to find the lowest price from a trustworthy source (usually a car dealer online somewhere that sells/ships parts and has an online store, but sometimes eBay, Amazon, etc.)
Aftermarket parts get a little more complicated because it depends entirely on what kind of part you're looking for.