I've bought loads of stuff from Rockauto - shipping is fast with fedex with import / vat pre-paid.
The downsides are: 1) they stock varied quality parts - it is possible to get junk. 2) they can make mistakes and ship the wrong thing.
Both of those are made worse in the UK in that returning parts for credit/refund are very expensive (but they are always willing to take a return).
a core return is where you've got to send them back your failed old part for it to be remanufactured - which can be expensive.