I often hear the concept of being "the grey man".  Recently I read an article on it on a friend's Facebook page.  Usually at this point everyone begins nodding their heads and scanning themselves for non-grey accessories.  But let me stop you...I, Gabe Suarez, am not "grey" and do not strive to live a "grey life".  I can hear the gasps now and I suspect one or more readers may have grabbed their chest before the collapsed.
I think the concept of "GREY" is relative. It is relative to situation, location, and mission. But it totally sucks for quality of life.  And lest we forget, the object in life is living it well and having all manner of fun memories when you are about to go to your new assignment - at 95 years of age.  The mission in life is not to live your life cringing and hiding in total fear of being singled out by a bully or targeted by thugs because you are not a grey man that blends into the background.  Those guys are why we carry weapons.  Lions have much more interesting lives than chameleons. 
Situation, location, and mission:  When I traveled in the third world, I dressed and acted like a native. I always carried weapons regardless, but I minded my own business, remained mission-focused and kept a very low profile.  I did the same when I worked surveillance details in police work.  Non-descript was the order of the day because the mission was to "not be noticed". As well, if you are involved in the sort of activity that exposes you to attention from outside forces...either legitimate or illegitimate, grey precautions are advised.  So the diamond merchant and the drug dealer will live similar lives.
But unless those situations, locations, and missions describe you, why on earth do you want to live that way? That is not freedom and it sucks to live that way. 
The other extreme is not caring about anything or anyone because there are no bad people in your world.  That extreme perspective is also foolish.   So my points about grey being situational doesn't mean that you now become careless with your postings on social media, or use your real home address on your driver's license, and get careless with your family's personal security.  But living like you are the only Yankee CIA operative in an Arab Terrorist Haven is not the idea either.
I would not consider myself successful, nor free, nor having a life worth living if I had to be grey in all I did to get through the day. 
I like to wear nice clothes, go to nice places on vacation, drive sports cars and wear an Omega Seamaster...because I can and because I like it.  In spite of all this, I suspect look like a difficult target - and I am - and perhaps I have been deselected several times because of that.  But if being grey was the primary need and focus of my day, and I wasn't doing something that required it...like hunting bad men...I would consider moving to a more socially homogenous place so I didn't have to worry about such things.  So enjoy your life and be any color you wish.  Just do it smartly.   
Perhaps this is turning into several articles, but at the end of the day, outside the situational requirements, the desire to be grey is based on fear.  I choose not to live in fear, but rather in strength and in power.  When being evaluated by a predator, it is better to be seen as another predator than prey...or as camouflaged prey hoping to not be noticed in the grey foliage.  
Lions do not eat other lions...they give them a wide berth as they go look for the grey colored gazelle.