I agree - if you want to know about Yanmars, go to the Yanmar forum...there you can get a biased opinion that I agree with!!! You know, I had some concerns when I purchased my first Yanmar over 4 years ago, and when I asked the dealer I bought it from "What about getting parts?" he said "Well, first you gotta need 'em." That has proven to be very true; Yanmars are extremely reliable tractors. All common parts such as filters, fluids, batteries, tires, seats, belts, hoses, etc. are available from many sources, some probably local to you (i.e. take your old belt/hoses to Napa/Autozone and get new ones). Radiators can be repaired/recored at many places; plastic fuel tanks can be repaired at an RV store (plastic welding). Light bulbs are available from Kawasaki dealerships. Alternators can be rewound or you can take the old one to a parts store and get one that's close and it will work. Starters, injection pumps and waterpumps can be rebuilt either locally or by shipping them off, most of the time with a 1 or 2 week turnaround. Or you can call Leonard Sheaffer and always get the right part the first time (or many other grey-knowledgable Yanmar dealers - but Len is my favorite). I often discover that when folks say "You can't get parts" they have never looked anywhere. This is the internet age, for crying out loud. You can find parts for almost anything, and certainly for Yanmars.
Owning a grey market tractor does require a different level of owner responsiblity; if you don't feel comfortable, say, installing a new seat that might require buying a couple of pieces of steel or unistrut from a hardware store and doing a little drilling, then don't buy a grey market tractor. If you feel like you absolutely, positively have to have dealer support and the perfect manual for your tractor do not buy a grey market tractor. However, if you're a skinflint and think that penny candy is way overpriced and you like to try to haggle at the 99 cent store, and you want to learn how to work on a tractor, get a grey market tractor. For one thing, the Yanmars, particularly the YM series, use only about three different fasters: a 10mm, 13 mm, and 19 mm. Almost everything is accessible and the tractor is small, light and non-intimidating to work on. You can remove the flip up hood with two bolts and a clip from the wiring harness, there's the whole engine (maybe you have to use a couple of wingnuts to take off the side panels on some models). The radiator can be off in 10 minutes or less, now you're to the water pump, unless it's a thermosiphon system and then you don't even have that to worry about. One of the most gratifying things that can be done, in my opinion, is to accomplish mechanic work yourself. Remember, mechanics are just folks like you and me, ususally only separated by four things: tools, time, facilities and training. You can spend less than $100 and get 99% of the tools you need to work on a Yanmar from Harbor Freight; you'll have to decide if you have the time to work on a tractor - I think that it is time well spent; a Yanmar tractor is small - you can throw up a 10 x 12 building and now you have a place to work on the tractor - how nice that 10 x 12 is up to you, but a simple shelter could be made for less that $250. Training - buy a $50 parts book and a $50 I&T manual and get to training. By buying the Yanmar and saving $1000s over a non-grey tractor, you can spend a small portion of that (investing it) in tools, building and books and now you are a bona fide tractor mechanic. If you can find this site, you can find parts for your Yanmar.
If you do suffer catastrophic failure (blown head gasket, cracked block, bad tranny etc) there are several parts tractor available at dealers/importers of grey tractors: it may be a little expensive, but they can be had. I would say that would be a doubtful occurance, but it can happen.
Man, did I go on a rant or what. Yanmar Power!!!
In the end, do a little more research, listen to all the opinions offered here and elsewhere and do what makes you happy. Good luck.