I've had to use a Rolex warranty twice. One because a 3135 movement simply stopped working and another because a 3235 movement (purchased new from an AD less than a year before) was running slow and below spec amplitude.
I've never needed to get one of my Omega's serviced under warranty and I've owned as many Omega's as Rolex's.
I would say if you can save $600 or more gray market (which is more than a standard service) you should consider it. That said, I value the relationship with my Omega AD more than saving a few hundred dollars here and there. I would have to save some serious money (as in well more than $1,000) to bypass my AD on a current model. If you are looking at a discontinued model that's another matter.
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