Hey DKA,
I just ordered my CAIPS for the first time a couple days ago. I was hoping it'd work out so I'd have AOR shortly, then when they go to pull my CAIPS notes (takes about 30 days from the time you submit, to the time you get results), my file would have already been created, and I'd have all the interesting tidbits I want. It looks like my plan will work out great, so long as AOR comes tomorrow or in the next few days.
I used www.caipsnotes.com. It was $35. You do it all online (the order form, the payment), however, they require consent forms (you can get them as a PDF on their site) from both the applicant and the sponsor. I had my sponsor fill out a copy and fax it to me, which I then faxed to them, as well as scanned and emailed (you have both options). They fill out the official paperwork for you, using the data you give them (the actual CAIPS request from looks pretty scary, I think. This is a much easier way of doing it - letting them fill out the form for you, just supplying them with your information and a payment.
You CAN get it done for free, IF you have an address in Canada. So, you can have your sponsor request it for you, and it won't cost either of you anything. There's some right-to-information law in Canada which requires CIC to provide Canadians with this free information (hence why you have to pay, if you're from outside Canada.)
If you want to go the free route (which entails filling out the form yourself, putting a Canadian return address, etc), there's more info to be had here:
http://immigrationguides.com/content/view/207/110/
I opted to do the $35 route, so I wouldn't have to bother my sponsor with this process (other than getting a form faxed to me), and also because I didn't want to screw up the form, and felt better having someone else (the caipsnotes company) do it for me. I also assumed I would only be doing this one time (and still hope so!), as I hope to have PPR in a couple months (as would we all).
So yeah, if you don't mind paying the fee, I'd recommend caipsnotes (they're the cheapest). All you need is a consent from from your sponsor, as well as one for yourself. The alternative, would be sending a consent form to your sponsor, and having your sponsor order it for you, using the official government form, and putting down their Canadian address for the reply-to.
I hope that helps!
