CarQuest uses Blue as their higher end brand and Red as the value brand. If you want it to last (especially for safety items such as brakes), it makes sense to go with the better parts. Only time I would use the cheaper parts if for filters (in some cases) or if I'm planning on getting rid of the car.
Regarding CarQuest in general, yes they are sometimes more expensive than some other places. Sometimes they are cheaper too. Around here, they have a good strong presence with a lot of stores and a large warehouse (so parts that other stores can get overnight can be available in a few hours at their stores, or quicker if you drive to the warehouse which is actually in a pretty good location). In some places, they don't have as strong of a presence, but that doesn't mean there is anything wrong with them as a company.
Like NAPA, CarQuest's primary market seems to be independent mechanics and some chain repair shops. Their store hours aren't always quite as good as Advance, AutoZone, and O'Reilly. However, as previously stated, they offer shop services that a lot of stores don't offer anymore. So they have a little more overhead to deal with. This isn't a bad thing. One day, you might need these services and you'll be glad there's someone local that can do it.
Finally regarding Amazon, my advice is to watch out. Know who you are buying from. There are a lot of good deals available, but you aren't always buying from Amazon directly. Sometimes, an item will be shipped and sold by a third party, or sold by a third party and shipped by Amazon. These are marketplace sellers. Some marketplace sellers are great companies to do business with. Some are not. People have received counterfeit items from the third party sellers. I have seen this with computer software, and many people have reported other counterfeit items such as clothing and electronic accessories. Haven't seen any reports about problems with car parts, but it is well known that counterfeiting does exist in the industry, and most people will never know the difference until it is too late. This means that the reviews (which are generally written early on) aren't always accurate. Amazon definitely tries to stop this from happening, but they can't possibly catch every single case, so buyer beware. If it sounds too good to be true, it probably is...