I have purchased 2 vintage Kellys - one rouge H 35 box retourne - on ebay for $2k or under. I think with patience, *vintage* Kellys (not just gently preloved bags) in good condition can absolutely be found for under $3k. I see them on ebay regularly. However, I agree that some of the established resellers ask a much higher premium!
Here is an example of an ebay under $3k vintage bag:
http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=290207344806
Dancingirl - do you want a boutique bag (new) - or are you open to resale pieces?