Funny thing about this. If you buy a Nikon USA product and return it to your dealer, they will send it to a Nikon Authorized Service Center I have been told that they farm out their warranty work. I was told this is certainly true for Nikonos cameras and lenses and I believe it probably holds true for others as well.
If you buy a gray market lens or camera, it is the same product that bypassed import quotas. Most reputable dealers (B&H, Helix, etc.), offer warranties that they too will have you send the camera to a repair center, often times the same repair center. I have been told this by other photographers, does anybody know anything different?
I will always buy factory authorized if the price is reasonably close, but would not hesitate to buy a gray market from one of the above, if the price difference is significant (20%+).