If you want to gain insight into what it would take to race Dakar, consider coming over and racing Ironman in the Vegas to Reno. Its in many ways similar to day 3 or day 4 at Dakar.
Vegas to Reno is cheaper, easy to chase/self-pit, and much easier to access for most than Baja.
I've had european racer buds come over in late May, race the Baja 500, sleep on the couch for a few weeks and then do Vegas to Reno. More bang for the airfare. Just an idea.
Lots of guys will set up a standard XR650r for Baja. Chris Haines has been doing in the longest. Rob Barnum does it as well. For a KTM ride talk to Scott Harden. BajaHusky or Uptite Racing will rent ya a Husqvarna. Trail Boss would probably set ya up on a Yamaha 450. In a pinch we could probably get you a Sherco....That said--personally i've always found that building the bike was an important part of the total experience.
Bikes can be airfreighted from Europe for 1000 euros or so. Pick up trucks can be rented in the US for 50 euros a day. My favorites were the Israili bike team at the Vegas to Reno a couple years back. They used a U Haul box van, sleeping with the bike. Just some ideas.