Bedlams post above details why I asked where you want to travel. A duallie on european back roads is not neccessarily everyone's idea of recreational driving...
Some background info for the north american readers - since I am in germany I feel I am qualified to give some insights:
- It is relatively simple to register and drive an american truck and camper in germany. Some bureaucratic hoops to jump through and fees to be paid. Importing your own is also relatively easy, but not cheap (think 40-50% of buying price).
- In all of europe, there is a hard cutoff at 3500 kgs (7700 lbs) GVWR. When you are over, a number of regulations change w.r.t. speed limits, drivers licenses, toll roads, allowed road usage, inspection intervals etc. With the exception of a few lightweight campers on half ton trucks, all fullsize trucks with a camper in the back are over 3500kgs GVW, so you have a number of restrictions apply to you. I have an older license which permits me to drive vehicles up to 7500 kgs GVWR, but younger drivers need an extra license if they want to drive something > 3500 kgs GVWR.
- Gas prices as of this morning: Diesel 1.26 EUR/l - 5.86 USD/gal; Regular 1.41 EUR/l - 6.56 USD/gal (applied Rate: 1 EUR = 1.23 USD). Diesel is cheaper here than gas as the tax is lower.
- The wide rear track of a duallie (about the same width as a semi truck) makes it not much fun to drive around many of our back roads. It can be done, but you are somewhat limited. Which is why I prefer a no slide camper on an SRW truck for here. In the US I would not care so much. So if the OP wants to drive around North America, my advice would not be the same as for europe.
Edit: I see Schubi replied while I was typing. As I wrote above, it is possible to register a full size duallie truck and camper here, but not neccessarily a good idea for many people. In the US, this is not an issue. Schubi, do you have the insurance question sorted out? Obviously you need the Truck and Camper insured while in the US. I have no useful information on that.
Buy in person in the US if you can. If you can, pick the camper first, then find a truck that can carry it. There are many manufacturers, not just Lance. Many floorplans are comparable, and you may actually prefer another brand when you are looking at the camper in person. Truckcamperwarehouse sounds like a good starting point. If you are looking to buy used, you can also try searchtempest (craigslist aggregator). Beware of water damage in the camper (not neccessarily easy to detect). Beware of certain Diesel engined trucks that tend to go for cheap but can be serious money pits. Read up on these yourself, the info is all out there on the web.
There was an issue recently with trucks over 5000 kgs GVWR not being allowed into Mexico. I don't know how this turned out, but you might want to read up on this and see if it is now resolved.