The only significant issue when buying grey-market Hikvision cameras is the inability to apply the latest firmware updates to the cameras. If you are using the cameras with a surveillance application like
Blue Iris or iSpy, this isn't a real problem; you can use the free Hikvision SADP software to set the camera's IP address, and then adding the camera to your surveillance application is straightforward. From what I understand, the firmware version is more of a concern when it comes to using the cameras with dedicated DVR/NVR units, in which case it is sometimes necessary to upgrade firmware to the newer versions. But I have no first-hand experience in that matter, as I use Blue Iris.
For example, here is a screenshot of the online interface of a Hik DS-2CD2335-I grey market camera I purchased from a seller on amazon - the camera has been equipped with an English version of firmware by the seller (which is common with the grey-market units), so there is no problem administering the camera from the web interface. Once you've added it to your surveillance application, you'll seldom need to use the web interface anyway.
If you purchase it from amazon, you can always return the camera if you run into any problems, so I don't think there is much risk in giving it a try. Hope this helps...