As long as you do your homework, it's not very difficult.
Admissibility : as vic46 mentioned, you need to make sure that the model you want to bring is admissible (
http://www.tc.gc.ca/roadsafety/safevehicles/importation/usa/vafus/list2/Section5_1.htm)
Recall letter : Make sure you can get the customs recall letter. RIV says that for models with multiple manufacturers (e.g. mhs), you need a recall clearance from each manufacturer but in my experience, the last 2 or 3 I imported, I only got it from the chassis manufacturer (you probably want to confirm with RIV what they'll ask for (try to get it in writing)). This will affect the models you can get. E.g. Last time I asked and I don't think it's changed since, you could no longer import a Country Coach (even though they are admissible) because the chassis is built by CC Inc and CC Corp cannot gave recall clearance letters. Similarly, if RIV says you need the recall clearance letter from both chassis manufacturer and house manufacturer, that would rule out a bunch of out of business manufacturers. Most companies will give this free but some do charge for it (I think GMC charges $250) however instead of getting a Recall Clearance letter, you can also get a printout from the service system at the dealership (e.g. GM) showing no outstanding warrants and RIV should accept that (also confirm this with RIV).
US Border : You need to export the vehicle from the US before you import into Canada. Some US POE accept faxes, some (e.g. Buffalo) even accept just an email with the VIN but many POEs require the actual signed title. They also need this information a minimum of 72 hours before you cross the border and most only process exports Mon-Fri during business hours (I believe some may not include Sat-Sun in those 72 hours so check with the POE). There cannot be any liens showing on the title (or if there are I believe you need a discharge letter by the lienholder).
Canadian Border : You need to import the vehicle into Canada before they'll allow you to cross the border. This is a pretty simple process; go in, fill out some paperwork, pay $200 fee + $100 A/C tax + GST on purchase price.
Canadian Tire : Once you import the vehicle, you need to bring it to Canadian Tire (or a few other authorized garage) where they'll check the compliance (basically make sure you have DRLs, KM/H indicators on your speedometer, check the VIN and if everything is okay, they'll stamp it and then you can register it in Canada.
Insurance : this probably varies a lot depending on the company but my insurance (Cooperators) covered me for a maximum of 6 months (we weren't returning to Canada until the spring).
Tax : Most states don't charge tax on purchases for export but some do. Some charge only for dealers purchase, not private. Etc. You need to check the rules in the State you are looking at purchasing.
Temp permit : Different states have different rules on temp permits. Most have them, some don't. Most are available to Canadians but not all (e.g. in Arkansas, only US residents can get a temp permit). Some will make you pay the State tax on the vehicle if you want a temp permit.
Branded titles : There are a lot of limitations regarding importing vehicles with branded titles (e.g. rebuilt, flood, theft recovery, etc) so you'll need to do a lot more research if that's what you are looking at.
