I own a 1996 Jaguar Vanden Plas.

Need to buy some parts like fuel filter, brake pads/rotor, shocks(Bilsten), transmission filter etc, spark plugs etc.

Planning on a tune up. Would appreciate sharing your experience in sourcing the parts either from stores or online. Looking for inexepensive, but reliable parts. Thanks

 

None of the above parts are difficult to procure. All of the parts listed are available at virtually any auto parts store, example is Auto Zone. Summit and Rockauto are good online sources.
Personally I would look into EBC Brakes. I purchased replacement EBC rotors and pads (the Red Stuff ones) from placeforbrakes.com for my XJR6 and they are very excellent.