For anyone interested in purchasing a mechanical watch, there are plenty of brands making affordable mechanical timepieces today. Hamilton, Seiko, Tissot, Swatch, Orient, and Timex are a few that come to mind for the sub-$1000 category. It's a fun hobby with a nice community of enthusiasts. Some advice: * If possible, wear the watch before buying it. Seeing a watch on your wrist is different from seeing photos of it.…
I'd say, don't avoid the gray market. You'll get lower prices, and you probably won't need to use the warranty. It's a net win, if the price drop is good enough. Many popular watches (e.g. JDM or non-USA-market Seikos) are only available gray-market in the USA.
If the watch has problems you'll need to pay out of pocket for repairs, and parts and service can be difficult to obtain for a watch not normally sold in your country.