FWIW, Auto Zone (or Advance & others, too) parts are as good as the manufacturer that made them. They are like a lot of other companies that take bids on private label parts. I would "prefer" to use a name-brand part that I am familiar with rather than a "private label" part. Just my personal preference.
If you are trying to gain performance with the exhaust system, I'd strongly urge you to just buy a quality system that has a reputation for longevity. You aren't going to gain any noticeable power with a "high-performance" exhaust system on a stock Jeep engine.