Originally Posted by Foodle
Not really such a thing as a grey market Rolex. There's either new from an AD or used/pre-owned.
On Omega and other brands, you can usually find good discounted grey market sellers. The downside is that you don't get the factory warranty. Usually just a 1 or 2 year warranty from the seller.
You're not looking in the right places then, I have purchased a couple new with blank warranty card that is honored by Rolex, at a discount through grey market dealers. Granted they are harder to find than other brands but they are out there. I still prefer to purchase used though.