I have bought in Canada
I bought a new 520EXC and a new TTR 125L and a new Polaris Pro-X (hey, we get snow up here) in Canada and brought them all back to the States this year. There is no duty on a bike if it is under 700cc.
Depending on the dealer, you may have to pay the GST and PST taxes, 15% total up front and then mail Revenue Canada for a full refund. Or, the dealer has some deal where he notes "For Export Only" on the receipt and you will not have to pay the Canadian taxes. I have not had any problems at the border, just bring the bike back, declare it, they will check the VIN and your receipt and send you on your way. You will have to pay state sales tax, 6% in Michigan, when you register the bike. I have had VERY good luck and saved a lot of money....about $800 on the KTM.
Warning...KTM USA and KTM Canada are two different entities. Warranties must be worked thru KTM Canada, which presents some risk when you buy your bike hundreds of miles away. Also KTM Canada told me that I had only 30 days warranty on my 520 EXC.
I have had VERY good luck buying in Canada, and I live 30 minutes from the border, so I handle my transactions personally.