Sounds like good local knowledge from Mark, but I personally prefer to have all my ducks in a row when dealing with officials outside the U.S. If your papers are all good there is less chance of being hassled. And, who wants to be stuck in some lonely border town trying to update an insurance card or registration, or trying to find the right official to bribe? A lot of U.S. states allow online registration updates, and you might be able to do it by mail. Here in NY they just send a form once every two years and you can go online, enter some numbers, your credit card, and voila! you have an updated registration sticker coming in the mail. I hear Florida is not too bad for registration issues.
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