My advice is to buy brand new from AD if you really don't have much experience in seeing the difference between in fakes and genuine. Different watches have different signs to look out for. Some the fakes are very well made that it may even fool experts.
If you're planning to get the Rolex sport models, you just gotta wait. Go as many ADs as you can and tell them you have ready cash to buy, premium or not. Sooner or later you'll get the call.
Some grey/pre-owned dealers are quite reputable, do your homework and ask around. Personally I've bought a Rolex from grey dealer and had no warranty issue when I sent in to RSC to fix a minor issue. If you're getting a pre-owned watch, some of these non-AD will do some polishing, light and heavy, which may affect the appearance of a case. Too much and the value goes down.