This subject gets beat to death over on the Class Racer forum. It seems many of the officers pulling people over don't have a full grasp of the rules when it comes to private vs commercial transport of vehicles or they're out to raise the revenues of the city.
Some of the big problems that affect many of the racers is oversize rigs. (Wish I had that problem) There are also special motorsport exemptions.
The best recommendations I've seen on their forum is to print the states laws that you travel through and keep a copy with you in your rig.