Can AutoZone replace headlight and brake light bulbs on a jaguar or should I go to the dealer?

Have you considered doing it yourself? It's generally pretty easy to change bulbs, and it's also usually pretty easy to find instructions on how to do it on the internet (YouTube, for example).

The dealer will ALWAYS be expensive, unless you are having work done that's covered by the warranty. i found someone online that said that the dealer charged him $790.00 for changing headlight and taillight bulbs on a Jaguar.