That's a good question! My first purchases I made from long established Authorised dealers, thinking I would probably get better service, quick returns etc, even though the prices were premium. Unfortunately, buying from an authorised dealer doesn't guarantee a faultless product (why are there so many problems with flashlights anyway??), and it is still a hassle returning them. I have had two flashlights from authorised dealers lately, both of which had to be returned. One was painless, got a refund straight away, the other was a real pain.
So I have just taken the big step (for me) of ordering my next light from a Hong Kong dealer. The prices are very good and his feedback on e-bay is excellent. I'll see how it goes. Delivery is going to take 2 weeks rather than 2 days, but I can wait. I just think that if every time I buy a flashlight it is going to be a gamble, why not just use the cheapest supplier? If I can get a Nitecore D11 from the other side of the world for less than £40 with free shipping, why does a dealer in this country charge £50? Maybe this time next week I will know the answer!