Grey literature, point it out as such in the bibliography?
References are references, and the reader already has all the information needed to make his decision on the quality of the source (the trust he has in the source) without you adding information. You don't need to separated references in different “sections” (which would make it much harder to read), or adding information. It is clear from the reference itself:


  boo2060, “A question on grey literature”, Academia Stack Exchange (http://academia.stackexchange.com/), 26 April 2013


that it is not a peer-reviewed journal paper, which would have a very different style:


  T. T. S. Boo, “A question on grey literature”, Academia SE Monthly, 17, 13-14 (2013)