Back in 2005/2006 when the 30D camera just came out, I sold my 10D and was shopping for the 30D. I came accross a website that eventually became everyprice.com and their prices fluctuated literally day to day on their site. After watching that site on the 30D price I bit the bullet when it was advertised for like $600 when it was selling elsewhere for like $1299 and higher. They did the call in approach and did the hard sell. I then passed the phone to my boss and wife who is a real bulldog in that approach. We bought a lousy filter package for the total ended up being like $800, still about $400-500 cheaper than anywhere elsewhere. The camera arrived with no filters and my wife was on the phone and a few days later the filters showed up also. I have no idea if it was indeed gray market and it came with all the tags and paperwork I'd expect with any new camera. They did do the upsell but my wife talked them down. I suppose my situation was one of those lucky situations it wasn't worse or canceled.
I know when it came time to upgrade from that camera to buy from a legit company (adorama) and not have any of that hassle.