Foreclosures are sometimes challenging, but they are getting easier to work with. I will say that Joshua hit it right - there are a lot of variations on foreclosures, and the chances are you wouldn't be able to buy one on the courthouse steps, anyway. The banks are always there to obtain their properties back.
A foreclosure that's listed with an agent is a bank-owned property. Dealing with these banks is a bit like dealing with the government. They have certain ways of doing things and you have to follow their way. Most will give you the chance to do an inspection, even if they won't fix anything. You just have to make sure you're quick about it. And most importantly, because you give the listing agent a cashier's check for earnest money, you have to make sure you follow the instructions, because it makes it real easy to lose your money.
I have done quite a few foreclosures lately, and everybody's different. I notice you posted this a while back, and if you're still looking around, feel free to call me, I'd be happy to run you through the steps and show you homes. Call me at 678-362-3138.