The system is a definite PITA, but not sure how it would be easier or especially cheaper to not have one if you apply to two or more states.
If you are only getting one, then skipping it might be an option, depending on the state (some require it now).
I was asked to get it in additional states per my employer and the records made it significantly better than trying to do it one at a time. It would have cost over $200 just to have my home state verify my license multiple times.
Like everything else, it all depends on what your circumstances are. Personally, I am glad to have had it.