Taking bikes across borders with the intent of registering in a foreign country can be a challenge.
The "right" way would be to purchase a bike in the US-then go through the import process. You'll pay taxes, file paperwork, etc. This could end up being less costly than purchasing in your country, it might not.
The "other" way could involve buying the bike near the US border and having the owner ride across the border for you. Buy a junked bike with straight frame and clean title and then regster in your home country. Not that I condone this, but for the sake of convesation. The difficult part would be actually getting the bike across the border. I don't believe that you could simply buy a used bike in the US complete with US plates, flash a Canadian passport, and ride across the border.
A quick google search of "how to import a motorcycle into Canada" turns up quite a few resources.
http://ronh2005.googlepages.com/howtoimportamotorcycle
-Scott