Since I just got my TJ, I want to replace all the maintenance stuff like:
o2 sensors
plugs
wires
filters
belt
brakes
fluids
etc.
Fluids I get locally, but I don't like local auto parts stuff.
I like to order oem stuff, but don't like the stealership prices.
What are good oem part sites to order some of this stuff?

About the only ignition related item you can't do as well quality-wise in the aftermarket are the ignition wires. You can just specify "premium" to the counter guy on parts like the distributor cap and rotor to insure you get brass contacts like the OE parts use rather than the aluminum components used in cheap replacements.

Napa and Carquest have never steered me wrong when I need an OEM part.

You can order alot of the stuff online at jeepsareus.com, bought a bunch of stuff from them, fast, resonable prices.
Mopar also makes high performance wires that run about $10 cheaper then the stock oem. I also get alot of parts from my local dodge dealership, with a vin they can order your jeep parts, in fact my dodge dealer now has a jeep parts area in his parts room. Not all dealers charge the same...

Also second on car quest, NAPA, don't know, they keep bankers hours and I work for a living so for me NAPA is out, our local car quest stays open late but we also live in a rural area. All the napa guy does is complain about loosing business to the AA and carquest we have in town...