In 2 countries in Central America (costa Rica and nicaragua) we bought it at the border because we had no choice. I think we it was 17 and 35 dollars. It is very easy, the explain you where to go, you pay, take a few copies and ready.
At the border between Costa Rica and Nicagragua we took an "official guide" wich was not a bad idea, because there it is quite confusing. We tipt him 2 dollars.
Yes, we spend a month in USA, without insurance. Stopt once by the higwaypatrol, but they didn't asked for papers,
Btw, we wouldn't do that any more!