I also go to Advance. I'm on a first name basis with my guys over there. They always have the part I need, or they can just order it, and I live about 20 minutes from the ware house, so i can go pick it up.
As for as part quality, For some reason Advance seems to have better parts. Although, I'm not sure how accurate this statement can be, because most parts are made by one manufactuor, with different names slapped on them. But still, I feel like the parts I get from advance are better quality than autozone. I've shopped at both frequently, but I prefer advance.
But really both stores carry a great range of parts, and can order just about anything.
Although, Advance has better customer service up here than Autozone. And more people that speak english.