Been working on my Fords and other cars for decades and depending on the part each is different.
For items like Skid Plates, Radiators its best to go to the local dealer as to avoid shipping, especially if its a heavy or large item. BUT some local dealers are still more expensive then getting it online so you need to price check. I always go with Ford Parts Especially when it comes to alternators, compressors, etc. That is a big area for cheap parts that will not last long and are remanufactured. In fact I rarely go aftermarket UNLESS its a OEM part supplier. For example Ford does not make any or almost none of its axels. They are supplied by the DANA corporation.