Did you buy them new or from resellers? I'm starting to like Pawn shops and Jewelry stores that buy/sell. They'll pay a guy $2000 or less for a Rolex then try to sell it for double but depending on how desperate they are they'll sell it to you cheap for a quick profit.
I buy them new, but not from an AD. Take for instance the Gold 18K Submariner. If you were to go into a Rolex dealer you would pay $34,900 plus tax. So at least $37,500. I buy the same exact thing from a reputable dealer for $26,500. Don't even have to pay tax. It's still brand new, still wrapped, with all books, tags, box and card.
They say that Rolex dealers can NEVER discount their inventory and that's true. What they don't say is that when some Rolex dealers get in a bind they will sell some of their inventory to other buyers. The only problem with that NOW is that Rolex won't honor your 5 year warranty unless it's filled out by an authorized Rolex dealer.
But I have never had to use a warranty for any of my purchases before this kicked in a couple of months ago.
Give you an example. I had my Gold sub on top of a box coming in from the garage. It slide off and slammed on the tile kitchen floor. The bezel popped off and it wouldn't keep proper time and had a ding in the side of the case.
I took it to a certified Rolex jeweler for him to send it back to Switzerland. He said if he sent it Rolex would VOID the warranty because they would consider it "ABUSE". Which I verified they would have done. Ended up getting him to fix it and buff out the ding as well. Only took 2 days, opposed to 2 to 3 months. So what good is the warranty for anyway these days? I'm not even sure if it's transferable if you sell it to someone else now after the changes.
Side note. On one 2-tone Submariner that I bought brand new at a discounted price from the same dealer, I wore it a solid year and then sold it on Ebay and made a $1000 bucks, LOL. Before I sold it, I had it puffed and made to look new. So I sold it as a "like new" model.
In my opinion and in my case, I would NEVER buy a Rolex at a jewelry store again. You can save thousands and thousands depending on what type you get. Like you said, even pawn shows, if you can be sure they are genuine. But the same goes with other dealers. You need a good solid one that you can trust.