I would say that if you want to be 100% sure that you are buying the real deal, then the AD is your best place to go.
If you buy from them, I would encourage you to negotiate the price, as they will usually be flexible... Indeed the MSRP implies quite a large premium. Bottom line, if you go through an AD, you'll get the service and the peace of mind, but you'll pay a premium for it.
You can also buy from individuals - in this case, as many have told me before, "buy the seller". I would gladly buy from Alex, Radek, Kazumi, and from most Loungers (not you, Duncan, as I still am expecting to become your adopted son and inherit your collection), but I would be a little bit more wary of buying from someone I have never met. Not to say I have not done it - I have bought and sold watches with individuals I didn't know, and my experiences were quite pleasant one - in fact I am still in contact with the people I dealt with, which is great! But you need to make sure you do your due diligence and use your common sense...
The thirs option is to buy from grey dealers - there are many dealers that are not authorised dealers that are respectable businesses, and they will only sell authentic VCs (or other brands). As I understand it, they buy on the cheap stocks from ADs, and try to resell each watch with a small profit. Their business model is based on selling many watches at a small premium, which is quite different from the usual AD. If you can find one that you can trust (again, "buy the seller"), you can get pretty good deals.
I will let others comment on vintage VC dealers, something I am less familiar with.
I hope this helps - if you need further info, please send me an email.