You really have to do your research on the Grey's, as I did, and find the long term honest dealers who know what they are doing, have been there, done that and have the tee shirts...
It is not for the faint of heart...a wide range of prices for similar units can be expected... not unlike US made tractors of every size, make and number of hours... A quick search on IronSolutions will show you that if you make comparisons on similar units...several thousand dollar swings on essentially the same unit....Regions of the country are very different and I can imagine the extreme Northeast is very much unlike the Midwest where you literally have thousands of used tractors for sale and dozens of compact size....
That being said, in the midwest you can literally pay from a half to a third of the price of a new tractor of similar capability in a Grey Market...again, uses are important and the amount of time or conditions will also dictate which is a better or more appropriate decision. For me, it was occasional snow removal, and mowing appx. 4 acres of grass with a finish mower... do not need 4 wheel drive, do not need an FEL... I did not want to spend more that $5000... about what you would spend for a new big Lawn and Garden tractor, which I had but wanted Cat. 3 pt hitch... Found the attached for $4700.00, with a used tiller.... 25 HP, 21 at PTO, 1993 Model, 16 Spds fwd and 16 reverse, shuttle shift, tilt steering wheel... added the Turf Tires for $4900.00 Total.... Had 460 hours...