Steps for Canadians to enter the U.S. under a J-1 Visa

I've just lost some time and money figuring this out, and so I'm putting this up in hopes that googlers in my situation will find it and benefit. This applies to a J-1 visa specifically, but should also generalize to many other types. This information is current as of the date on this post.

My main source of information is this webpage from the U.S. consulate in Canada:
http://www.consular.canada.usembassy.gov/usa_visa.asp
The most important point is that if you are a canadian citizen, you don't need to schedule a visa interview in person. "Most Canadian citizens can travel to the United States with a valid passport and without a visa", and that includes working and studying (though there are some exceptions). However you do need to have documentation with you at the point of entry (e.g. the airport or the border). Here's what I need for entry under a J-1 (selected from the list on the same webpage above). Later I'll talk about what you need to do to get these things.

• Valid Passport (for at least the next 6 months after the arrival time).
• Older passports containing previous visas.
• DS-2019
• Proof of sufficient funds to cover all expenses while in the U.S.
• SEVIS fee receipt
• DS-160.

The DS-2019 form will be sent by your sponsoring institution, and contains information you need to follow the other steps. I believe it should cover the "proof of sufficient funds" too, since mine lists my salary.

You'll need your passport to follow all of the subsequent steps.

HOW TO PAY YOUR SEVIS FEE (and thus get a receipt)
Go to https://www.fmjfee.com/i901fee/ and fill out the form. You need your SEVIS # (starts with an N), your Exchange Visitor Program Number, and your Exchange Visitor Category, all of which are on your DS-2019. You must have the physical receipt that is mailed to you (3 weeks) or couriered to you (1 week) if you pay an extra $35. Besides that I had to pay $180. If time is tight and you're waiting for your DS-2019 to arrive in the mail, all you need from it is the information I listed above, so you might be able to get that directly from your hosting institution.

HOW TO FILL OUT A DS-160
This is your application to enter the country, a Nonimmigrant Visa Application, and it is found here: https://ceac.state.gov/GENNIV/
It is a long (and nosy) form, plus a buggy web application, so I suggest clicking the save button frequently and also using the option to save the form data in a file on your own computer, so you can save your progress if you find there's something you're missing. Besides everything described for the previous steps, here are a few of the things you might need to gather before you start:

•  A digital photo of yourself following very rigid passport photo requirements. I uploaded a scan of my actual passport photo, and that seemed to work.
• The date and duration of your last 5 US trips
• The address and phone number of your US contact
• The address and phone number of two people in canada who can vouch for you
•  The " Passport Book Number", which according to several online sources is the number that appears on a canadian passport above the barcode on page 3. I have not been able to verify this from an authoritative source, but I decided to go ahead and use it. Hh

You will need to print the DS-160 out and have it with you, as well as the SEVIS fee receipt. Good luck, and add a comment if there's anything I missed here!