Does anybody deal with grey market product?

It seems that in order to be able to sell any of the more popular items on the internet you have to go through a grey market supplier.

Luxury items like designer wear and fragrances seem to be impossible to get directly from authorized distributors.

How safe is it dealing in the grey market? Is the supply of products consistent? I don't want to base my website on a situation where the supply could be shut down tomorrow.