Onkyo box pack home theater system from grey market?

I am planning to buy a onkyo home theater system from Mumbai (india) grey market as it is cheaper? how is that idea? however they dosent provide any bills or warranty? But the system they give is "Box Pack". How will it be to go ahead?|||u can buy but beware of damaged pieces, and i don't prefer grey market u may get caught in raid! i got a idea though! y don't u go for Customs notified shop.