you will need to have a negative coggins, taken within 180 days of import into the US, and a health certificate (the sort that is CFIA approved, for permanent export) and you will need an inspection by USDA vet at the port of entry. An import permit is not required for Canadian horses.
I am not sure what the fee is for the inspection by the vet at the border. Your coggins/health paper will probably end up costing somewhere between $150 and $200, perhaps a little bit more. (just a guess, based on local vet charges)
There were some new requirements (as of 3-4 years ago) regarding who can transport horses (for permanent export) into the US. I have a friend I could ask about that--she told me about it at the time; I am pretty sure she had to sign up for it and got some sort of a bar code, but I don'tever know if that was because she was hauling multiple horses down into the US (her own sales) or if everyone hauling an export horse into the US has to have that code. I didn't pay a lot of attention at the time. Not sure if that bar code qualifies her as a broker for exporting her own horses, or if she still has to go through a broker. To import horses into Canada we don't need a broker if the price is under a certain amount, but I believe all horses going into the US have to go through a broker.
You will also have to provide a bill of sale when you take the horse across the border; it needs to have the correct sale price noted on it, because the border officers can check out the selling price if they suspect it is lower than it is supposed to be. They will check the seller's website to see if the sale price listed there matches the price on the bill of sale. If there are multiple horses on that sale page, they can question why your horse's price is lower than some of the others listed on the site. They can even check your bank account (and that of the seller) to see if the financial records match your bill of sale. I don't know what percentage you pay on the selling price, but I believe you do pay a tax based on that price.