Well, some stuff are worth getting from grey too ( I still lurk those grey online stores too and have gotten some before)...but I would still try to build my profile with the AD. Of course, if your Rolex itch is insatiable. If you can do without, just go for another piece that would give you your money's worth!
The other day I walked into an AD to resize a watch, and noticed some SS WG DJ28 for ladies on display...a few 31mm and 41 mm half gold...goes to show they still have watches to sell - sometimes it is "right place, right time."
Of course, if you're only after the Professional Models, you'd be thoroughly disappointed.
Just sharing my 2 cents and personal experience.