No single go-to but ECS is probably top of the list for OEM parts, oil change kits, and mods (excluding their in-house brand). I use FCP Euro for OEM parts as well. Rock Auto can be a good source for things like filters, rotors, etc. E-ACCA is a good way to save on certain OEM parts (ex. Clubsport muffler, RS3 brake ducts) if you don't mind the wait for international shipping. eBay can be good for used parts like infotainment screens and trim. Tire Rack for tires and the occasional brake or suspension part but those aren't common purchases.
Ultimately it's down to the price, availability/shipping time, and trustworthiness of the vendor for me.