One thing that I can think of is no warrenty , so if you spend well earned $$$ you may be left without service. If it works well it is almost = getting a second hand set (for all warranty related issues)
Of course; but certain shops promise a shop warranty, enquire though.
of course this means that the shop warranty lasts as long as the period promised - on a trust basis, since it's really your word against theirs.. And as long as the shop lasts. =)
a disadvantage is the risk of product spoilt and the need to spend money to repair the set. usually quality products from big names are pretty reliable, but i dun like to take such risks...