Our first Grey, Paddywack, was bought through a local pet store which was USDA registered. He was 8 mos old and a wonderful bird. We could always count on them for help. Sadly he died at age 20 from an accident.
Our next Grey Bindy was purchased through a handfeeder/broker in Florida and shipped to us in Montana. Bindy is an absolute love, is banded. She was shipped in a very well made "cage" with fruit/veggies and litter. I would purchase from Golden Cockatoo again.
I made the mistake of purchasing from a broker (ExoticParrots4Sale, Laura Owens, in Sandpoint, ID). She lived about 5 hours away and we went to pick up Babu (TAG) in a Parking Lot. She wouldn't let us see where and how he was raised. All I get is stories and half truths after the fact. Don't get me wrong, he's a wonderful bird, but I can't get any information regarding the breeder, and he's not registered. I wouldn't recommend her to anyone.
I guess this points out that you really need to do your homework. Really check out, from whom you're going to buy. Every breeder/broker/pet store has their advantages and disadvantages. Forums like this can help; definitely get a feel of the breeder/broker yourself and then make your choice.
Do be wary of BirdBreeders.com; they'll post positive reviews in their ratings, but marginal and bad reviews are edited or deleted.