Generally, I enjoy buying clothes with brighter colors.

Sometimes, the best grey man is "hiding in plain sight". In the suburbs and urban environments, probably the best grey men are guys walking around with fluorescent vests fixing stuff. If they were wearing "boring" clothing while fixing stuff, they'd be more likely to have the cops called on them. I live in the suburbs on a court with little traffic. Anybody I don't recognize who is walking near my house automatically stands out. However, if a guy has a fluorescent vest with a "Comcast" logo, I would not think much about him, unless I'm really concentrating.

Another example of a grey man is a guy with a large DSL camera with a zoom lens in a crowd, like a concert, ball game, race, etc. Nobody really notices him. Or if people notice him, people expect him to be up front, in the way, etc. Add a badge around his neck, and he's even more grey.