Canon has treated Gray Market purchasers very well,
BEWARE. Nikon does not treat Gray market buyers well at all. They flat out refuse to repair Gray market items, even if you are willing to pay. This means you must go to 3rd party repair shops, and they may not be able to repair some of the Nikon Lenses.
Even worse, is the used Nikon market. There is absolutely no way for a buyer to determine if a item is Gray Market or not, so ask to see the original bill of sale when buying Nikon.