I've spent a lot with jomashop.com over the past couple of years ($10's of thousands) buying watches from Rolex, Ulysse Nardin, Zenith, Breitling and others in the $5-$10k range.
Just know exactly what you're getting into with gray market and make sure the discount is worth the potential problems.
Customer service will suck.
The return process is very strict and detailed.
Read all the fine print before removing any tags or protective plastics from your watch.
Test you watch as much as possible before removing tags/plastic (a timegrapher report is best, but a 24 hour wind and accuracy check is a good start).
You won't have a manufacturers warranty and the "in house" warranty will be very hit or miss as to the quality of work you'll get. Instead of using the in house if a problem arises, just suck it up and pay out of pocket for a factory authorized repair.
In order to cover any potential issues, I only buy gray if the discount is at least the cost of a standard factory service (for Rolex/Omega that's around $800 on non-complication watches). If retail is $8000 and I pay $7000 on the gray market I'm covered if the watch needs a service for some reason and still paid less than retail in the end.