I usually get my replacement parts from Keypart (http://www.keypart.com). In addition to being significantly cheaper than my local Volvo agent, their phone support is good if you have any queries.
I recently ordered a set of fuel and oil filters, and some oil. I placed the order at 16:00 and the stuff was at my door at 10:00 the following morning. Regarding prices, I think the totals were about £90 from the Volvo agent and £60 from Keypart (with free delivery).