Hi Mehdi
Im not an expert on where to purchase stuff, I usually tell people you go buy it and I'll fit it but I've been around Al Aweer before and seen the selection of Pajero parts and in my eyes, it's probably as good as anywhere to go to my accessories.
My advice, if you see something you like, just buy it. Maybe check the neighboring shops for comparison. Most of the time the shop will fit it, if they won't, your friendly tame mechanic will. For the money you save on the purchase price from driving to Sharjah or Ajman, you lose the same amount on fuel and time so it all balances out in the end. I'm based in Al Quoz and parts are more expensive there. If I drive to Sharjah to buy the same part and save 10 dhs, I've lost 20 dhs in fuel and 3 hours of my time at 150 dhs per hour, plus chai stops. Shop local, look at the bigger picture and save money in the long run.
Theres always dragon mart for led bulb replacements and stuff. That place is a goldmine if you have the patience to walk around it. Just remember when you're buying budget parts, dragon mart or any mart, it's not ralliart. You get what you pay for.