As a Canadian, is it difficult to buy a car in the USA and bring it back to Canada?
You have to have an out of province inspection done, and make sure all the paperwork is filled out with the i's dotted and the t's crossed. Transport Canada as all the information you need on their registrar of imported vehicles site: http://www.riv.ca/ImportingAVehicle.aspx
also, it has to be a used car- there are non compete franchise laws that do not allow a US dealer to sell a new car in Canada. plan on the process taking at least 3-5 days to get it across the border and as Nathaniel said, make sure all the paperwork is filled out correctly.