I use both, and recently have again. I was looking for coil boots for my Envoy, and the Densos were selling for $12.97 on RockAuto but I found a set for $5.99 shipped on Amazon with Prime. On the other hand, Bosch Double Iridium spark plugs were $8.99 a pop on Amazon with free shipping through Prime, but I got them for $5.24 a pop plus $2.99 shipping, which worked out to $34.43 vs. $53.94 on Amazon.
While RockAuto is often cheaper, it pays to shop around.