BHLD has a great variety of grey dresses, so many I couldn't post them all. They have sparkles, sleek satin, brocade, and dark grey to name a few. They also have beautiful dresses which aren't grey but are still non traditional colors.

I did a quick search on Amazon of "grey gown" and came up with a few good options. Make sure they are fufiled by Amazon and have good reviews and lots of pictures. This one is beautiful and so is this one.

Seconding what someone said about prom boutiques, here is David's Bridal's collection of grey prom dresses.