I have purchased 2 vehicles and 3 travel trailers over the last couple years and can tell you that the process is easy, you just have to do it once to know. I do not consider buying south of the boarder if I'm not going to save myself more than $2000. Just make sure you take into consideration your time, gas, accomodations, temporary insurance and permits, it all adds up.
I'd also like to say that the last trailer we bought in 2010 was manufactured by Sun Valley which was not in business at our time of purchase. I called RIV, the girl I spoke with made note of it and said that I wouldn't need to supply a Recall Clearance Letter and I was never asked for one. Everything went smooth and we are now waiting to head down to pick our 3rd one in 2 more months.