Looked at 5th wheels at the Hershey show which happens to be local for me. Found what we wanted with a fairly local (1.5 hour drive) dealer. Looked online for that model and found one in Indiana for $10,000 less. Bought it based on the photo's they provided and they delivered it to me foe $285. That was in 2010. About a year later we had an issue with the roof leaking down the back wall. I towed it back to the factory in Shipshewana, Indiana. They repaired it and returned it to the house for free. I also had some minor warranty work done at an independent RV repair place locally. Just got the work pre-approved.
It really depends on how much money you can save by buying elsewhere. The $10,000 I saved can pay for quite a few trips to the factory to get work done. For $1,000 I might be less likely to travel that far for a unit.