There's a lot of speculation as to how these non-authorized dealers actually acquire their wares; Buckeyefan 1 may be right but I've heard other scenarios as well. Regardless of how they do it, the fact remains that buying from an unauthorized dealer can be dicey.
There are many satisfied customers who have purchased from an unauthorized dealer, saved a substantial sum of cash and had no problems with their purchase. On the other hand, there are quite a few horror stories that I've read telling of lying on the part of the dealers, e.g., advertising that they have something in stock which they do not, shipping units that were obviously used, damaged, repaired, had obliterated serial numbers or were subsequently discovered to be counterfeit.
The problem is how to tell if you're dealing with one of the "reputable" unauthorized dealers. I think it stands to reason that if their website advertises that they are an authorized dealer when they are not (not listed on the manufacturer's website as one), then they are lying SOB's and should not be trusted. If they tell you that the unit comes with a factory warranty and you know they are an unauthorized dealer, then they are lying SOB's and should not be trusted.
Interesting to note that most of the horror stories I've read concern unauthorized dealers in Brooklyn, New York -- no offense to my friends in Brooklyn.
Before you buy from an unauthorized dealer, do some research. Run them in Google and see what comes up. Run them in resellerratings.com and see what comes up. Run them in the Better Business Bureau for the geographic area where they are physically located. Etc., etc.
Personally, I wouldn't chance it but that's me. Paying more from an authorized dealer gives me some peace of mind knowing that the manufacturer will stand behind the product if something goes wrong in the warranty period.