I usually end up buying from resellers in cases where I've been waiting for one of the big Steam sales for a game, only to discover the price not discounted as much as I'd hoped.

Or, in the last case where I used cdkeys.com, I waited until the last day of the Steam Summer Sale to get a game but found out that game's discount had already ended, presumably due to timezone shenanigans or something. Went to check cdkeys and the game was still there with the discounted price so yeah, I ended up getting a grey market key.