Many grey market sellers offer warranties for the pieces they sell - and allow you to verify with the watchmaker themselves if the timepiece is legitimate. Patek regularly services timepieces purchased from the secondary market, given the kind of turnover their watches go through.
Also, if you're gunning for a discontinued piece you may have no choice but to go outside the AD route.
I purchased my grand complication Pateks from a grey market dealer and I couldn't be happier. Mint, complete, and every time I've run into issues they literally picked up the watch from my office to bring it to Patek for servicing. And yes, they paid for it. Whether it was for a strap change, an installation of a new deployant clasp, or the recent repair of my 3970P's dislodged pusher cap.
As always - buy the seller.
Could you share some recommendations for sellers you trust?