One of the most reliable places to find grey body paint is
online. There are many commercial websites available.
If you don't have time to wait for shipping, you can always look
online for local special effects shops. Often times these are very
small and hard to find unless you know what you're looking for (or
live somewhere where costuming is especially relevant).
You can also search around party shops like Zurchers, or
seasonal Halloween shops like Halloween Spirit; they usually have
body paint.
A small tip that wasn't asked for: always seal your body paint!
Some people buy professional spray sealers, others use combinations
of hair spray and talcum powder. Whatever you decide to use,
sealers will keep your paint on your body, and off of other
people's things and clothing! It's incredibly inconsiderate to go
anywhere with a large amount of paint on and skip sealer.