I have done this off and on for much of my adult life between the US and Canada. This year has been very much "on" so far.

When it has been problematic it is either for financial or social reasons.

I have been stuck with many very expensive last-minute airfares over the years because someone was intent on being difficult and demanding my physical presence when it was completely unnecessary.

Socially a few women have been put off by it and had the idea I have a whole separate life, girlfriend and or a harem on the other side of the border.

I have occasionally had banking and credit issues but they're manageable if you haul your ... down to the bank branch and explain yourself.