Don't forget the out of province/country inspection required, will probably fall into the $1k your have for DRL activation. If you buy from a dealer down there, get them to do it for you as part of the deal!
There are some really good buys out there still with USA cars.
Just makes me nervous unless there is some very good documentation as to the car's origin and maintenance/service history.
Texas and Florida are especially bad as they have pretty "relaxed" laws on reporting major incidents and that is why many get routed there and some trickle into AZ.
check out www.lacarrguy.com, his dealerships have been rated well and a broker here in calgary highly recommends him as he has top notch stuff.

For me an my trade just couldn't work a deal that way and I was far more comfortable with a local car.....even though I am getting a new engine installed at 9100kms....long story....

Just another thing to add....this varies from dealer to dealer but some dealers have been known to treat non-cdn cars, or especially cars they didn't sell as 2nd class citizens.....my boss had this happen with him and some stuff that when down with his C2S that he brought up from AZ.