Buying from grey market sites, yay or nay?

I'm curious about buying from grey market sites (e.g. Jomashop) since I got into the hobby. I have a general understanding of the pros and cons. Reviews I find online about certain sites are mixed, so it doesn't really help me make a decision. If anyone has ever bought watches from grey market sites, I'd appreciate any feedback or thoughts about the experience. Thanks.
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Bought my wife a Ladies Tissot Le Locle Double Happiness in ‘17 and my grandmother a B Swiss ladies auto from Ashford.com.  The only issue we ran into was that the Tissot was magnetized.  We sent it into Jomashop for warranty work, and it came back fine.

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Only if it's no longer available to purchase at an AD.

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I check the big name grays first, still available or not. 

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I'll try anything once.

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I have purchased something like 20+ watches and sold back like 20+ watches from/to a "grey market" dealer.  He is the best.  Enthusiast-turned-dealer.  "Grey market" just means, "I offer watches at market price, which is the real price of goods, as opposed to RRP, which is a fictitious number."

Let me know if you want my dealer's contact info.  Trust the dude implicitly, everything is insured, he sends out stuff FedEx overnight, highly professional, responds to all emails within like 5 minutes!

Otherwise, dealing with random grey market dealers is totally hit or miss.  Some are awesome, some are the absolute worst - just like any other retailer on the face of the planet.