Welcome to SaleHoo!
1.) Is it worth the hassle to get one?
Yes because it lets you buy from a larger number of suppliers. (And it's really not that much hassle to get - see below).
2.) How much is it?
It's free in most US states, but if there is a cost it's usually a low fee just to cover processing.
3.) Where do I go to get it?
The easiest way is to apply online. Just search for 'sales tax id + your state'. Most states have comprehensive FAQs and an online form these days. Alternatively, you can call into your County Clerk's office.
If you live outside the US & Canada, then wholesalers may want to see the nearest equivalent of a sales tax ID when you purchase -e.g. your VAT or GST registration number.