Yes, it's pretty much the same stuff (may have some extra sulphur, considered good for lubrication?), is dyed red to distiguish from the fuel on which road taxes are paid, and is cheaper by the amount of Federal, state and local road taxes in your area - about 50 cents/gal for me. I don't qualify for Ag use, so I do pay the state sales tax on it.
Lot's of people use it. Farmers, construction equipment, stationary diesels (pumps, generators,etc), refrigeration units on semi trailers, maybe even boats in some areas. Therefore, it is available somewhere in your area. None of our local retail outlets have it, but our local oil distributor (heating oil, gasoline and diesel for small independent gas stations, etc) has a back lot with lots of pumps. One of them is off-road diesel. Most of the large farms, construction companies and stationary engines have their own bulk storage (300 gallons or more) and get it delivered by the distributor. I have never lived in an area that didn't have an oil distributor somewhere nearby.
Find someone who knows someone who is part of the heavy equipment industry and ask where they buy it.
As for whether it's worth it, on some other thread they talked about ALMsmanship - the art of paying the Absolute Legal Minimum taxes. Besides, 2 bucks or more on a can of fuel will buy a couple of adult beverages.