Some of the more difficult expensive ones (because of the invitation and booking) for me were:

North Korea
Iran
Turkmenistan
Sudan
Russia

Easy/cheap were:

Democratic Rep of Congo... cheap in Rwanda - maybe expensive elsewhere
Uganda
Laos
Cambodia
Thailand (since we wanted more than 30 days)
Georgia
Azerbaijan (need a hotel booking, but it can be cancelled if you don't actually go)
Armenia
China
Yemen
India (though it was a real hassle in that my wife's name is not on our utility bill)
Qatar (we don't need visas anymore tho)