The biggest problem with grey market now is that Nikon has stopped providing parts to what used to be "authorized" Nikon repair facilities. Any and all Nikon repairs need to be done through Nikon's service department, and they will not work on grey market items. While the former authorized repair facilities may be able to work on Nikon equipment for a while longer until they run out of parts, the reality is that it's going to be next to impossible to repair grey market items in the very near future.
Beware of deep discount stores for the following reasons. Many will sell you only the camera, after having removed the battery, charger and connecting cables from the box. If you want those, then the price goes up to the same or even more than everyone else is selling the camera for. Further, they are very often grey market. Lastly, customer "service" at these places is essentially non-existent.
Nikon sets suggested pricing, and anyone who is an authorized Nikon dealer will be selling at these prices. I'd stick with places like Adorama, B&H, Roberts Camera, or Mike's Camera. You'll get the "real deal" from these guys, and the customer service will generally be quite good.
Hope that helps.
