In the six years I've owned my car, I've bought 4 things from the local dealer: spin-on oil filter converter(at £10 it wasn't worth making the two I needed), a crank sensor, top radiator hose(at £23 it wasn't worth trying to find a used one that wasn't turning to jelly) and 8 trim clips. Everyone of these parts had to be ordered, and the reason I used the local dealer rather than the 'closest' TC dealer was I passed them several times a week whilst working. I still see no reason to buy standard readily available service parts from a dealer.
Assuming cost is competitive, I buy whatever is best for the car. For instance, I won't entertain the idea of non GM brake pads or discs - been there, found it expensive and inconvenient. Also, due to the hassle and setup costs, I'll only use GM wishbone bushes, and GM steering idlers.
And most (but not all) service parts work out cheaper from dealer, and I save so much of my precious time as I don't have to waste time trapsing around shitholes like Banbury, Bicester and Milton Keynes - one phone call, and its at my door on the agreed date, without silly delivery charges.
Factors and Halfords have a place in life as well. As do the likes of online tyres, ETS and Eternal exhausts etc etc.
For me, its what is best/cost effective for the car, and if it means less wasted time and hassle to call the dealer, that adds to the cost effectiveness