[Numismatist]

I have my DJ from an AD:

pros - commemorative of a great vacation in the Virgin Islands (bought it there), got a nice discount (close to grey but not all the way), fun experience

cons - paid a few hundred more, didn't help out our wonderful grey sellers here on TRF

I have my seadweller from TRF greys:

pros - saved a bunch, helped out our sellers

cons - did not have the fun of buying in a store with salespeople, etc.

Really, it's a matter of personal taste. The next one will likely be from a grey dealer unless offered a close-to-grey price at an AD.