Not a pain at all. Will be bringing another tractor across in the next week or so. No taxes or duties, just need to make sure that the diesel engine is "compliant". I believe that as along as the engine was manufactured in North America you are ok.
The deal I have required the dealer to drop the tractor at the border and I will drive it across. Bill of sale is required at the border, but not much else. Best to call ahead and ask what documents are required. May be different if someone else is transporting the tractor thru the border. I use a smaller crossing as Coutts / Sweetgrass can be less than fun.