According to the lawyers I have had, and my own personal experience, it is a bad idea to try to obtain a TN visa at a land crossing. Your chances of success are higher if you go through the airport.
I got 3 TN visas on Buffalo border , if your papers are decent there should be no issue and I was applying under Management Consultant category (arguably hardest type of TN to get)
Why would you risk wasting your airplane ticket in case visa is denied ?
I think that's the point. It shows that you're the kind of guy that can do that (and/or the company you work for). They are trying to stop immigration scams with TN visas filed by dummy corporations.