I had the exact same question about three weeks ago.
What it boils down to is your wallet and your penchant for gambling/taking chances.
When you buy from an authorized dealer, you pay a little more but that buys you the peace of mind that if something is wrong or goes wrong with your new toy, that you're covered no matter what.
OTOH, if you buy from an unauthorized dealer, you'll save some bucks up front, but you may or may not have any recourse should the thing blow up within the warranty period. Some "unauthorized" dealers are better than others about honoring the manufacturers' warranty period AFA repair or replacement goes. You'd have to go by either personal experience or word of mouth that way.
I was prepared to pay the full $1K MSRP on the Denon 3803 I purchased. Was going to buy it from Crutchfield. (love those "free" catalogs)
Anyway, then I stumbled across
this thread here where 6Ave.com is letting the 3803 go for the price of the 3802; $648! Whether or not that deal is still on, I dunno. Someone is gonna get pink-slipped when Denon finds out though. But their loss is our gain.

I have already ordered one and am waiting on it to ship...anyday now, 6Ave.
That said, even if the 6Ave deal falls through, I will pay the money and get it from an authorized dealer. When you're talking $500+, what's a little more for the peace of mind that if it breaks, you're covered? My $.02.
Good luck.
*edit*
Oh, about Audiogon. IMO most of the stuff on Audiogon was "adult owned" meaning it was most probably well taken care of.
Not to say it's impossible to get ripped off, but when someone posts their real name, home phone and pics of the item, says things like "one tiny scratch on the front but it works perfectly" and invites you to call to discuss if you have questions, it's a lot more legit than "Stereoguy@hotmail.com" on EBay. Know what I mean?
When the time comes for me to buy outboard amps, I will most probably go w/used from Audiogon.