I was in both local Costco's this morning (no HKs or Denons) and was told that the Costco Newsletter, which has featured HKs and Denons, is independent of the stores in terms of products advertised and is used as a marketing tool.
So I guess you need to subscribe to the newsletter and be ready to act when something you like becomes available.
As for the Denon being a grey market item I wouldn't give that a second thought as Costco's return policy is well beyond "generous". Although I think you should ask about the return policy if buying online.
