If the Nikon feels better in your hand then thats the one. I started in the digital age with a D80 and thats exactly why I chose Nikon. I have never looked back. I a do agree if you can stretch the budget for a D90 then that would be the way to go you should be able to pick one up at a good price since it's due for an update soon.
Grey market cameras are new but have warranty from the country of purchase, so if something goes wrong you will have to send it back to that country. I have friends who buy grey market all the time and are happy with their purchases but nothing has gone wrong yet! Alternatively here is the MACK warranty but I have heard mixed feedback from this option.